BBQ Shrimp with Cocktail Sauce

Name: BBQ Shrimp with Cocktail Sauce
Ingredients: 1 pound large shrimp, peeled and deveined; 1/4 teaspoon ground cloves; 1/4 teaspoon seasoned salt; 1/2 teaspoon dried thyme; 1 teaspoon ground mustard; 1 teaspoon celery salt; 1/2 teaspoon black pepper; 1/2 teaspoon Neelys BBQ dry rub seasoning, recipe follows; 1/2 lemon, juiced, plus lemon wedges, for garnish; 1/4 cup Neely's BBQ sauce, recipe follows; Cocktail Sauce, recipe follows; 1 1/2 cups paprika; 3/4 cup sugar; 3 3/4 tablespoons onion powder; 2 cups ketchup; 1 cup water; 1/2 cup apple cider vinegar; 5 tablespoons light brown sugar; 5 tablespoons sugar; 1/2 tablespoon fresh ground black pepper; 1/2 tablespoon onion powder; 1/2 tablespoon ground mustard; 1 tablespoon lemon juice; 1 tablespoon Worcestershire sauce; 1 cup ketchup; 1 teaspoon Worcestershire sauce; 1 tablespoon red wine vinegar; 2 tablespoons prepared horseradish; 1/2 lemon, juiced; Dash hot sauce