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Turn the heat to high, add the shrimp (in batches if necessary), and cook them for 1 minute on each side. Return all the shrimp to the skillet, lower the heat to medium, and pour the Chile Colorado Sauce and heavy cream over them. Cook until the shrimp are just cooked through, about 5 minutes.
Add the cilantro and return the shrimp to the sauce. Turn down the heat and reheat the shrimp gently.
Put the onions, tomatillos, tomatoes, and garlic on a baking sheet and drizzle them with olive oil. Put the baking sheet under the broiler and cook without turning until the vegetables start to get charred, about 7 minutes. Remove, set aside, and let cool to room temperature.
In a large dry skillet over medium-low heat, toast the guajillos, turning them over halfway through, just until they smell great, about 1 minute. Transfer them to a bowl, cover them with hot water, and let them soak until they're soft, about 30 minutes. Drain the chiles and discard the soaking water.
Combine the vegetables and chiles in a blender with the chicken stock (you'll have to work in batches) and puree until the mixture is very smooth. Transfer each batch to a bowl as it's done, and stir the batches together well. Season with salt and pepper to taste.
Store it in an airtight container in the refrigerator for up to a week or in the freezer for up to a month.
Yield: 2 quarts