Preheat the oven to 450 degrees F. Line a baking sheet with parchment paper.
Toss the squash with a drizzle of oil and some salt. Place on the prepared baking sheet and roast until fork tender, about 25 minutes.
Heat a 10-inch cast-iron skillet over medium-high heat and add 3 tablespoons of the oil. Once the oil is hot and shimmering, add the onions, peppers and a pinch of salt and cook until softened, about 3 minutes. Mince the garlic with a pinch of salt to help break it down. Stir it into the skillet along with the smoked paprika, harissa paste, tomato paste and the remaining 1 tablespoon oil and cook until caramelized, about 4 minutes. Stir in 1 cup of water and a large pinch of salt. Simmer until the sauce has thickened, 3 to 5 minutes.
While the sauce simmers, dice the shrimp into 1/2-inch pieces. Add the shrimp and butter to the sauce. Cook until the shrimp are cooked through, about 3 minutes. Stir in the vinegar to finish.
Plate 1 delicata ring per plate and heap the shrimp into the center of the squash. Top with a sprinkle of parsley.