Peel shrimp, and devein, if desired.
Layer a 13- x 9-inch baking dish with one-third each of shrimp, capers, onion slices, bell pepper slices, celery seed, and lemon slices. Repeat layers twice.
Whisk together dressing mix and next 3 ingredients. Pour evenly over shrimp. Cover and chill at least 12 hours.