Please help me understand shrimp varieties [closed]

I cannot figure out how shrimp works, can somebody please explain it to me? The Wikipedia is useless, it just says there are hundreds of species, and "five" commercial species (with no pictures) none of which sounds like anything I have been eating.

The background here is that I was happily buying frozen shrimp at my supermarket to make shrimp cocktail, and a couple of months ago the type I usually bought was gone and in its place was a strange looking shrimp, large and gray, not the usual red. So, I said, "fine, i'll try it". So I try the new shrimp and it is disgusting. I throw out the whole bag. Then a few weeks ago I am in a restaurant and THE SAME EXACT THING HAPPENS. I order shrimp cocktail and they serve me the same big, disgusting gray shrimp. What the hell??? Is this some kind of conspiracy?

Anyway, when I think of shrimp, this is what I expect:

As you can see it is reddish. Looks kind of like a mini lobster. Each shrimp is usually about 3 inches long. Now, the nasty gray shrimp looks like this:

As you can see it is fatter and gray. It is about 4+ inches long. From what I can tell, I think this gray crap is so-called "Pacific White Shrimp" or "whiteleg shrimp", a farmed species, Litopenaeus vannamei. However, I cannot figure out what the good shrimp is.

Also, from what I read, "processed shrimp" does not have to be identified, so apparently producers can just bag up any one of the 150 different species of shrimp and call it whatever they want. How am I supposed to figure out what is what?

(Note, this question is about cocktail shrimp, not the small 1-inch salad shrimps they fish down in Louisiana. Also, I am not asking about giant 5-inch prawns, I am asking about 3-inch cocktail shrimp.)