For the Pickled Vegetables: Mix the water, vinegar, sugar and salt until the sugar and salt dissolves. Place the carrots and daikon radish in a container and pour the liquid over. Let pickle for one hour. Can be stored in the fridge for up to a week.
For the Shrimp: Heat the sugar and water in a pan on medium high heat until the sugar caramelizes and turns dark brown. Carefully (it will splatter) add the water and fish sauce and stir over low heat until the caramel dissolves. Remove from heat and set aside.
Heat oil in a pan over medium heat. Add shallot and garlic and sauté for 3-5 minutes until soft. Add shrimp, caramel sauce, fish sauce, and pepper and cook until shrimp is pink all over about 3-4 minutes. Let cool.
Cut baguette into four pieces and slice in half. Mix mayonnaise, soy sauce together in a bowl and spread on bread. Divide shrimp among 4 sandwiches. Divide and place the remaining ingredients on each sandwich.