I have fed cooked shrimp before and although the raw is generally better, the cooked stuff has worked in a pinch too. It's true that cooking it denatures a lot of proteins, but that doesn't mean they're gone; they are just useless for their intended biological purpose. Proteins are denatured in the digestive tract too. It's the amino acids they're made from that are utilized by the fish. Humans cook almost all of their meat and we still consider it "protein" because that's what it's made into.