For the Spicy Remoulade: In a blender, combine the egg, lemon juice, green onions, ketchup, chipotle, garlic, salt and pepper and blend. While the blender is running, slowly add the oil in a steady stream to create an emulsion. Taste for seasoning.
For the slaw: In a small bowl, whisk together the sugar, mustard and vinegar. Slowly whisk in the oil and season with salt and pepper. In a large bowl, combine the cabbages, carrots and onions. Pour the dressing over the mixture and toss to combine. Season with salt and pepper.
For the fried shrimp: Preheat oil in fryer to 360 degrees. Season the shrimp with salt and pepper. Season the flour with salt and pepper. Dredge the shrimp in the flour. Make an egg wash with the egg and the water. Dredge the shrimp in the egg wash. Dredge the shrimp in the cornmeal. Fry the shrimp until golden brown. Drain on a paper towel lined plate.
To assemble: Slice the French bread in half to create 4 sandwiches. Spread some of the remoulade on the bread. Top with the fried shrimp. Place some of the slaw on top.