Preheat oven to 375°. Line a baking sheet with aluminum foil.
Prick squashes all over with a fork. Place on prepared baking sheet, and roast until tender, about 1 hour and 20 to 30 minutes. Let cool 15 minutes, then slice in half lengthwise. Use a fork to shred squash and place flesh in a large bowl, discarding seeds and skins.
In a large skillet, melt 1 tablespoon butter over medium-high heat. Add shrimp and cook, turning occasionally, until pink and firm, about 5 minutes. Remove shrimp and set aside.
Melt 1 tablespoon butter in skillet over medium-high heat. Add shallots and garlic; cook, stirring occasionally, 6 minutes. Add wine and broth, increase heat to high, and reduce liquid by two-thirds. Reduce heat to medium-low. Stir in remaining 6 tablespoons butter, cream, capers, Creole seasoning, and red pepper. Cook until butter has melted and sauce is smooth, about 3 minutes. Stir in squash, shrimp, and parsley. Serve immediately.