I've never seen fried shrimp at Cape May (boiled shrimp yes, but fried shrimp no).
In fact, the only places I've ever seen fried shrimp at WDW is Columbia Harbour House in MK, Mara at AKL, the panko breaded shrimp at Kona, the tempura battered shrimp at Yak & Yeti and Tokyo Dining, and then the coconut breaded shrimp at Rainforest Cafe. Oh yeah, of course there is also Fultons and Cookes of Dublin at DTD.