Pat shrimp dry and toss in a bowl with paprika, chili powder, salt, and pepper.
Melt butter in olive oil in a large skillet over medium-low heat. Increase heat to medium-high. Once sizzling, add shrimp in a single layer and cook for 2 minutes or just until the bottoms are seared.
Flip shrimp over, and make room in the center of the pan. Add lemon juice and garlic to the center of the pan and cook for 60 seconds while gently sautéing garlic (without moving shrimp), then give all the ingredients a stir. Continue to cook if needed just until shrimp are cooked through. Scrape shrimp and juices to a plate. Chop off tails once cool enough to handle if desired.
To the now empty pan, melt butter with olive oil over medium-low heat. Once melted, increase heat to medium-high and add orzo and red onion. Sauté for 3-5 minutes, until orzo is toasted and red onion starts to soften.
Stir in chicken broth, lemon juice, salt, and pepper. If using dried dill, parsley, and oregano, stir them in now (hold if using fresh). Bring to a simmer and cook for 6 minutes then stir in zucchini, cherry tomatoes, and fresh dill, parsley, and oregano if using. Simmer just until orzo is al dente, stirring often, another 2-4 minutes.
Stir in olives, capers, feta, almonds, and mint until well combined. Stir in shrimp and all accumulated juices. Taste and season with additional lemon juice or salt and pepper to taste.
