It would be the cooking shrimp, primarily because of the size. The ammonia comes from the decomposition of the shrimp, just like if you had something in your tank die and it was left in there to rot.
That's Cruel. I love my crayfish and they will die without a cycled tank.
Crayfish are great to watch and you should look at setting up a tank for a cray. Its good to get them when they are small so you can watch them grow and change colour with each moult.