For the shrimp: Place a large heavy-duty skillet over medium-high heat. Add oil, shell-on shrimp, and garlic in the skillet and stir for 5 minutes. Remove shrimp with a slotted spoon and place on a holding dish. Add cream to the hot pan and reduce the heat to medium for 3 to 5 minutes to let sauce thicken.
Add the rosemary, Worcestershire, black pepper, Creole spices, bay leaves, lemon juice, and water. Whisk together and bring to a boil. Once the liquid is boiling, reduce heat to moderate and add the chunks of butter. Whisk until smooth and slightly thickened, using all the butter. Once sauce is made, return shrimp to the pan to finish cooking, 5 to 7 minutes over medium-low heat. Taste and adjust seasoning and hot sauce to your liking.
To assemble: Remove shrimp from sauce and arrange onto platter or in individual bowls. Pour sauce over the shrimp, top with green onions, and serve with French bread and white rice.