Mix the mayo, 1/4 cup of the hot sauce, mustard, pickle, shallots, and parsley in a small bowl, cover & refrigerate.
Preheat the oven to 250 degrees. Heat 2 inches of oil in a large wide pot over medium high heat until thermometer reads 365.
Whisk flour, beer, and remaining hot sauce in a large bowl, and toss to coat. Working in batches, remove shrimp from batter with slotted spoon.
Fry until golden brown,2-3 minutes, making sure oil returns to 365 between batches, shrimp will be golden brown.
Add celery slices to remaing batter, fry 2-3 minutes. Serve with fried shrimp and sauce.
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