To make the champagne sauce, add shallots and champagne to a small saucepan over low heat, and reduce until almost dry, about 10 minutes. Add heavy cream and reduce by half then whisk in butter, remove from heat, and serve; do not reheat.
Sauté all vegetables in butter over medium to high heat until soft; set aside to cool.
In a large bowl, add mayonnaise, lemon juice, mustard, Worcestershire and Tabasco sauces, Old Bay Spice and parsley; mix thoroughly.
Mix vegetables and seasoned mayonnaise together, add crab meat and fold in bread crumbs.
Make a cut lengthwise in the vein side of each shrimp, slicing only half way through so that the flesh will hold together. Place a spoonful of crab meat filling on each shrimp, cover and chill until ready to use.
Turn broiler on high and place stuffed shrimp in baking dish with ¼ cup white wine or dry sherry. Place on middle rack of oven and cook for 6 to 7 minutes until shrimp are white and crab stuffing is golden brown.
Drizzle with champagne sauce and serve.