In a medium bowl, whisk to combine red wine vinegar, lemon zest and olive oil. Pour half of marinade into a bowl with the rosemary sprigs, red bell peppers, onions, mushrooms, zucchini, salt and pepper and toss well to combine. Keep in bowl or transfer to a large resealable bag and marinate for a minimum 2 hours and up to 4 hours.
Pour remaining marinade in a bowl with shrimp. Season with with smoked paprika, salt and pepper and combine well. Keep in bowl or transfer to a resealable bag and marinate, refrigerated, for 2 hours.
For the garlic green sauce, combine garlic cloves, almonds, parsley, mint, anchovies, olive oil and lemon juice in a blender or mortar and pestle and blitz until combined.
Soak 8-12 wooden skewers in warm water for 20 minutes before threading 5-6 shrimp on each one, repeating with remaining shrimp. Thread vegetables onto separate skewers, alternating between ingredients.
Grill vegetables skewers on a high heat grill (350-400 F.) uncovered, turning 3-4 times for 10-12 minutes or until charred and slightly tender, set aside.
Apply shrimp to the heat and constantly turn for 2-3 minute or until golden red and cooked, then cook the 2 lemons, cut side down, for 4 minutes or until charred.
To serve, place half the garlic green sauce down on a serving dish, place the skewers down and finish with more green sauce on top. Serve charred lemons on the side.