Place yogurt, avocado, half and half, cucumber, red onion, garlic, scallions, lemon juice, salt and black pepper in the bowl of a food processor. Process until cucumbers are coarsely pureed. Taste for seasoning and add if necessary.
Transfer to a large bowl, cover it with stretch film, and marinate for at least an hour in the fridge.
In the mean time, preheat oven to 400 Degrees.
Place shrimp onto a baking sheet in one layer. Drizzle it with olive oil and sprinkle it with salt and pepper. Roast for 5-7 minutes, making sure to turn once during cooking. Cut shrimp diagonally into halves.
When ready to serve, ladle the chilled soup into bowls. Top it of with a couple of shrimps, fresh dill, lemon slices, crushed red pepper, and sprinkle it with coarse sea salt.