1 cup red wine vinegar
1 tablespoon Cajun seasoning
1 tablespoon black peppercorns
4 medium carrots, chopped
2 celery stalks, chopped
1 head of garlic, halved crosswise
5 bay leaves
5 sprigs fresh thyme
Kosher salt
1 pound medium shrimp, shell-on
6 tablespoons (3/4 stick) unsalted butter
4 split-top hot dog buns
2 tablespoons minced fresh chives
Lettuce leaves, for serving