Classic Shrimp Cocktail

Name: Classic Shrimp Cocktail
Prep time: 10 min
Cook time: 1 h
Total time: 1 h 10 min
Cuisine: American
Ingredients: 4 cups water; 2 cups dry white wine of choice; 1 medium onion, quartered (you can leave the skin on); 1 bulb fennel, cut into large chunks; 3 celery stalks, cut into large chunks (preferably the ones from the hearts that have the leaves attached); 1 head of garlic, cut in half; 1 lemon, cut in quarters; 1/2 bunch of parsley; 2 bay leaves; 1 Tbsp black peppercorns; Kosher salt, to taste; 1 lb. jumbo shrimp, peeled and deveined (tails left on); 1/3 cup chili sauce; 1/3 cup ketchup; 2-3 Tbsp prepared horseradish (add to taste); 1 lemon, zested; 1/2 lemon, juiced; 1 Tbsp Worcestershire sauce; 2 tsp Sriracha, more to taste; 2 tsp soy sauce; EVOO, for drizzling; 2 Tbsp freshly chopped chives; Flake salt; Lemon wedges