Combine peeled shrimp, oil, and Cajun seasoning in a medium bowl. Set aside.
Bring a large pot of lightly salted water to a boil. Add pasta and cook for 8 to 10 minutes or until al dente; drain.
Meanwhile, melt butter over medium heat in a large frying pan. Cook and stir mushrooms and shallot in butter until tender. Remove from pan. Add shrimp cook until shrimp turn pink about 2 to 3 minutes. Remove from pan. Add 2/3 cup chicken broth to pan, and bring to a boil. Cook, uncovered, until reduced to 1/4 cup (2 to 3 minutes).
In a small bowl, stir together sour cream and cornstarch; mix in 1 cup chicken broth. Stir into reduced chicken broth in the frying pan. Cook and stir until thick and bubbly. Cook 1 minute more. Stir in shrimp, mushroom mixture, roasted red peppers, and capers. Heat through, and season to taste. Serve over pasta.