Prepare the shrimp by pulling off the legs and, if desired, devein, but leave the shells on.
In a large skillet, melt the butter over medium heat. Stir in the garlic and cook until it just starts to soften, about 1 minute. Stir in the water, Stubb’s Bar-B-Q Sauce, lime juice, and paprika. Bring to a boil, then reduce the heat and cook at a low boil (with bubbles gently but constantly breaking the entire surface), stirring occasionally, until the liquid thickens and no longer seems “watery,” about 7 minutes.
Add the shrimp and raise the heat to medium-high. Cook, stirring often, until the shrimp shells are pink and the shrimps curl slightly, about 5 minutes. (Test one to see if the meat is firm but not dry, and slips out of the shells easily.)
Sprinkle the scallion over the shrimp and serve hot, directly from the skillet, with crusty bread for mopping up the sauce