Crispy fried shrimp and crunchy, cool slaw are meant to be.
In a large bowl, whisk the vinegar, 1 tbsp. oil, the sugar, and celery seeds; season with salt and pepper. Add the lettuce and carrot; season. Toss the slaw until coated.
In a large deep pot or deep fryer, heat about 6 cups oil until a deep-fry thermometer registers 360°.
In a medium bowl, whisk the buttermilk and egg; season with salt and pepper.
In another medium bowl, whisk the flour, Old Bay, cumin, and cayenne; season with salt.
Pat the shrimp dry. Working in batches of 8 to 10, coat the shrimp with the flour, then the buttermilk, and then the flour again. Fry the shrimp until golden brown and cooked through, 3 to 4 minutes. Transfer to a wire rack or paper towels to drain.
Serve the fried shrimp with the lemon wedges and hot honey. Pass the slaw alongside.
I use a big, cheap pot for frying and a spider, not a fry basket, to take out the food for less splatter.