Fill a large pot with water and add in the thyme sprigs, garlic cloves and half of the lemon juice. Set over moderate heat and bring up to a boil. Season liberally with salt and add in the shrimp. Cook until pink, about 2 to 3 minutes, depending on the size of the shrimp. Use a slotted spoon to transfer the shrimp to an ice bath. Set aside to cool.
Fill a small saucepan or skillet with about 2 inches of oil. Set over moderate heat. Once hot, add in the sliced shallots and cook, stirring often, until golden brown and crispy. Transfer to a plate, lined with paper towels, and season with a pinch of salt. Set aside.
Drain the cooled shrimp and pat dry. Give them a rough chop and then transfer to a large bowl. Add in the remaining lemon juice, the chopped shallots, cucumber, scallion, celery, mayo, sour cream, chives, curry powder, basil, tarragon, a pinch of salt and pepper and hot sauce. Stir until evenly combined and give it a taste. Adjust the seasoning accordingly, adding more salt, pepper or curry powder as needed. Cover with plastic wrap and chill for at least 1 hour or overnight.
To assemble, split open the rolls, spread with dijon mustard, fill with lettuce and shrimp salad. Top with sliced radish, fried crispy shallots and fresh cilantro. Serve immediately and enjoy!