Peel shrimp, and devein, if desired. Sprinkle evenly with 1/4 teaspoon salt and 1/4 teaspoon pepper; cover and chill.
Prepare cornbread according to package directions; cool on a wire rack. Crumble.
Sauté onion and next 3 ingredients in hot oil in a large skillet until vegetables are tender. Reduce heat, and stir in crumbled cornbread, milk, buttermilk, and thyme. Remove from heat, and stir in eggs, pecans, remaining 1/4 teaspoon salt, and remaining 1/4 teaspoon pepper.
Cut red bell peppers in half crosswise; remove and discard seeds and membranes. Stuff bell pepper shells evenly with cornbread mixture. Top each evenly with butter, and place in a 13- x 9-inch pan.
Bake at 375° for 15 to 20 minutes. Remove from oven, and keep warm.
Stir together barbecue sauce and chipotle pepper sauce; brush on shrimp, reserving remaining sauce.
Grill shrimp over medium-high heat (350° to 400°) 5 minutes or until done, basting often with remaining sauce; set aside.
Spoon Green Bell Pepper Sauce onto individual serving plates; place stuffed peppers in center, and top with shrimp. Garnish, if desired.