Pimenton, a Spanish paprika, adds an unexpected hint of earthy, smoky flavor to shrimp and roasted tomatoes lightly coated in a cream sauce. If you can't find conchiglie, try any other shell-shaped pasta or ear-shaped orecchiette.
Preheat oven to 375 degrees. Gently toss tomatoes with thyme and 1 tablespoon oil. Transfer to a rimmed baking sheet. Roast for 15 minutes. Add zucchini and garlic; toss to combine. Roast until tomatoes are just broken down and zucchini is cooked through, 10 to 12 minutes.
Bring a large pot of salted water to a boil. Cook conchiglie until al dente. Drain, reserving 1/2 cup cooking liquid.
Meanwhile, season shrimp with salt. Heat remaining tablespoon oil in a large skillet over high heat until hot but not smoking. Cook shrimp, stirring occasionally, until just opaque, about 3 minutes. Add cream, pimenton, red-pepper flakes, and roasted-tomato mixture. Bring to a simmer. Toss in pasta and reserved cooking liquid.