Combine shrimp with 1 tsp salt and baking soda in medium bowl and let sit for 30 minutes before proceeding
Add lemon juice, orange juice, both zests, capers, celery, and ¼ cup oil to a small bowl, season with salt and pepper and mix well.
In a 12-inch nonstick skillet, combine shrimp and ¼ cup of oil in an even layer. Warm over medium heat, undisturbed, until shrimp turn opaque underneath, about 4 minutes. Flip and cook just until pink and opaque throughout, about 2 minutes longer. Transfer shrimp to a medium bowl with tongs, leaving the oil behind.
Bloom asafoetida by sprinkling 1/8 tsp on oil in warm skillet and let sit for a couple of minutes before proceeding
Add raisins and pine nuts to the skillet and cook, stirring, until fragrant and lightly golden, 1 to 2 minutes. Scrape the mixture over the shrimp.
Add citrus/caper/celery mixture to skillet to deglaze quickly and then pour contents into shrimp bowl. Let stand to allow flavors to meld, stirring occasionally, at least 15 minutes but ideally 30 minutes. (To make ahead, refrigerate, stirring occasionally, for a few hours. Let stand at room temperature for 30 minutes and allow any solidified olive oil to melt before proceeding with step 4.)
Stir in parsley and transfer mixture to a shallow serving bowl. Serve with crusty bread, grains or greens.