Acho que o que você está vendo pode ser o hepatopâncreas. De artigo Serious Eats sobre cabeças de camarão :
There could be nothing sweeter and tastier than those shrimp heads. For in their armored shells you will find the hepatopancreas, the digestive organ that in lobsters and crabs would be called tomalley.
Shrimp hepatopancreas tastes like tomalley, only shrimpier, and more liquid-like.
Este artigo sobre hepatopancreas afirma que a cor do hepatopancreas depende da dieta:
Em relação às ovas de camarão (também chamadas de corais) e ovos, consulte este trecho sobre o ciclo de vida do camarão e a figura abaixo.
Eggs develop in the female prior to spawning, and can be seen as a dark band just under the shell on the head. Shortly after mating, eggs are extruded to the underside of the abdomen, where they are fertilized by a packet of sperm previously obtained from the male, then attached to the female's specialized legs. The female carries the developing eggs until they hatch in early spring. Newly hatched shrimp larvae are small (about 3/16 of an inch, or 5mm), planktonic (free floating, unable to swim against currents), and bear only a superficial resemblance to adults.
Veja esta imagem (EMS é Síndrome de Mortalidade Precoce):
