Make the rub: Place the cayenne, thyme, oregano, rosemary, and garlic powder in a small bowl. Add 2 teaspoons salt and 1 teaspoon black pepper and stir to mix. Sprinkle all but 2 teaspoons of this mixture over the shrimp and toss to mix. Be sure to sprinkle a little rub into the cuts in the shells. Pour the oil over the shrimp and toss to mix. Let stand in the refrigerator, covered, for 40 minutes, while you make the sauce and build the fire.
Make the sauce: Melt the butter in a large nonreactive saucepan over medium heat. Add the garlic and cook until fragrant, but not brown, 2 minutes. Stir in the clam broth, cream, beer, Worcestershire sauce, cane syrup, hot sauce, lemon slice and juice, paprika, a little salt and pepper, and the reserved rub. Let the sauce simmer briskly, uncovered, until thick and flavorful, 10 to 15 minutes. Remove and discard the lemon slice. Taste for seasoning, adding cane syrup, hot sauce, salt, and/or pepper as necessary; the sauce should be highly seasoned (see Notes).
Unskewer the shrimp into individual soup bowls or one large bowl. Pour the sauce over the shrimp and toss to coat. Sprinkle with the parsley and serve with plenty of crusty bread (see Notes) for mopping up the sauce.