Keep the shrimp's tails on and remove the shell and head. Keep the shrimp's head and shell. Shrimp are deveined and set aside.

Bring 3 cups of water to a boil in a kettle. To create shrimp stock, include the shell and head of the shrimp. Boil the water until it begins to faintly turn orange. To release the fluid from the shrimp heads, press them with a spatula. Allow the stock to simmer and reduce to 2 1/2 cups. Remove the shrimp heads and shells from the stock and discard them.

To the shrimp stock, add the nam prik pao and nam prik pao oil, along with the lemongrass, galangal, kaffir lime leaves, bird's eye chilies, mushroom, and nam prik pao. Make it boil.

Add the fish sauce and shrimp. Add the lime juice last (if you add lime juice too early, the soup might turn bitter). When the shrimp are cooked, serve them up and top with cilantro leaves. Serve right away.