Pat the shrimp dry with paper towels and place in a large bowl.
Sprinkle with salt, black pepper, and cayenne pepper. Toss to coat.
Heat 2 tablespoons of butter in a large skillet over medium heat until it melts. Add the shallot and let cook for 1 to 2 minutes, until it just begins to soften. Add the shrimp in a single layer and let cook undisturbed for 1 minute. With tongs or a wide spatula, turn over the shrimp.
Add the wine and garlic. Cook until the shrimp are no longer translucent and the wine has reduced by half, about 2 to 3 minutes more.
Remove the skillet from the heat. Stir in the remaining 1 tablespoon of butter. Zest the lemon directly over the skillet, then cut the lemon in half. Juice half of the lemon over the top and slice the other half into wedges for serving. Add the rosemary and parsley, then toss to combine. Serve immediately with lemon wedges.