The only shrimp they had was already pink, but the shells are still on it. Can I use this to make shrimp stock or does the shrimp have to be raw?
You'll get more flavor from raw shrimp but if all you have is cooked and you need that stock, go for it. I would sauté the shrimp first to get some browning for more flavor.
Down here in shrimp country, we often use cooked shrimp for stock. Just simmer the shells with a few aromatics - no longer than 15 minutes, strain and use or freeze.
Per homemadecornbread's answer, yes, you make shrimp stock from the shells and not the meat itself. Personally I'd give it a little longer than 15 minutes but that's just me. Lobster heads and shells also make a mighty fine stock.
Thanks guys! Followed your instructions and it turned out great.