Preheat the oven to 375°F.
Rub a little olive oil on the inside of spaghetti squash and season well with salt and pepper. Place the squash with the inside facing down on a parchment paper-lined baking sheet and bake in the oven for 20-25 minutes until soft (pierce the skin with a fork to check the tenderness). Once soft, using a fork, scrape the inside to shred the squash. Season with salt to taste.
Season the shrimp well with salt and pepper.
Heat the remaining oil in a non-stick pan over medium heat. Once hot, add in the garlic and shallots; sauté for 2-3 minutes. Add in the shrimp and sauté for 2-3 minutes more until pink. Then remove the shrimp from the pan and set aside.
Stir in the broth and cream; bring to a simmer. Season with salt and pepper to taste.
Add in the butter and lemon and continue to simmer until the sauce starts to reduce and thicken. Return the shrimp to the pan. Mix the flour with an equal amount of water to form a smooth paste. Stir in the flour/water mixture a little at a time to thicken the sauce.
Once the sauce is nice and creamy, not watery or thin, remove from heat (the consistency of the sauce should coat the back of a spoon). Toss in the parsley. Taste and adjust the seasoning with salt or more lemon juice.
Serve with spaghetti squash and bread.