Preheat the oven to 450 degrees F (230 degrees C). Season shrimp with salt and cayenne in a bowl and toss with tongs to evenly coat.

Add 1 tablespoon of avocado oil to a skillet on medium-high heat. Place shrimp in a single layer in the skillet; sear for 30 to 60 seconds per side, then transfer to a bowl. Work in batches. Place seared shrimp in the refrigerator.

Add peppers, onions, and a pinch of salt to the skillet. Reduce heat to medium, and cook, stirring until onions turn translucent, 3 to 5 minutes.

Season with chili powder, smoked paprika, cumin, black pepper, chipotle pepper, and garlic; sauté for 1 to 2 minutes more. Remove 8 rounded tablespoons of mixture to a bowl and set aside.

Pour water into the pan and stir to deglaze. Stir in lobster bisque and a few tablespoons of rinsed water from the cans. Add tomato paste and bring sauce to a simmer. Reduce heat and simmer for 5 to 10 minutes, stirring occasionally.

Remove shrimp from the refrigerator. Add juices from the shrimp into the sauce. Turn off heat, stir in cilantro, and season with salt and black pepper to taste.

Transfer half the sauce to a large (15x10-inch) baking dish.

Brush each tortilla on both sides with avocado oil. Top each tortilla with 1/4 cup cheese mixture, 4 shrimp, and 1 spoon of reserved veggie mixture. Add 2 tablespoons of cheese on top. Roll up tortillas with the seam at the bottom.

Place rolled enchiladas into the baking dish. Top with remaining sauce and sprinkle with remaining cheese.

Bake in the preheated oven for 20 to 25 minutes, until the top browns and the sauce is bubbly. Let enchiladas rest for 10 minutes before serving.