Bring 2 quarts of water, 2 bay leaves, the peppercorns, and celery seed to a boil in a Dutch oven or wide, shallow stockpot over high heat. Add the 2 tablespoons salt and stir to dissolve. Drop in the shrimp and stir lightly. Reduce the heat to medium-high and cook until the shrimp are pink and just firm, about 1 minute. Drain in a colander, then rinse under running cold water. Discard the bay leaves. Leave the shrimp in the colander and set aside.

Combine the olive oil, cider vinegar, Madeira or sherry, lemon juice and zest, curry powder, red pepper flakes, pepper, the remaining 1 teaspoon salt, and the remaining 2 bay leaves in a small nonreactive mixing bowl and whisk well to combine.

Arrange the shrimp in snug layers in a straight-sided pint jar, sprinkling each layer with sliced shallots, sliced green garlic or garlic cloves, celery, and carrots. Pour the pickling liquid over the shrimp; the shrimp should be fully submerged. Tightly cover the jar and turn it upside down and right side up once or twice. Refrigerate for at least 24 hours or up to 3 days.

Let the pickled shrimp stand at room temperature for about 1 hour before serving. Once again, turn the jar upside down and right side up a couple of times, then remove the shrimp from the liquid. Serve on rice or corn grits cakes, a salad, or as a bright little 'aside' at a picnic.

Makes 16 to 20 pickled shrimp