Peel the shrimp; reserve. Combine the shrimp shells and 8 cups water in a large pot and bring to a boil. Remove from heat and let stand for 15 minutes. Strain, discarding the shells and reserving the liquid. Stir in the clam juice.
Meanwhile, heat the oil in a large pot over medium heat. Add the onion, carrots, 1 teaspoon salt, and ½ teaspoon pepper. Cook, stirring occasionally, until the vegetables are tender, 4 to 6 minutes. Add the reserved broth, cover, and bring to a boil. Add the orzo and cook until tender. Add the shrimp and cook until opaque throughout, 2 to 3 minutes.
Serve the soup topped with the dill and oyster crackers.