Whisk all bloom sauce ingredients together in a small bowl. Cover and refrigerate.
In a shallow bowl, whisk together flour, cornstarch, paprika, cayenne, garlic powder, onion powder, oregano, thyme, salt, and pepper. Divide between two bowls.
In a third bowl, whisk eggs and milk.
Pat shrimp very dry. Dredge in the first flour bowl, dip in egg wash, then press into the second flour bowl to coat. Set on a rack.
Preheat air fryer to 400°F. Spray basket. Arrange shrimp in a single layer and spray tops generously.
Air fry 8–10 minutes, flipping and spraying halfway through, until golden and crisp. Work in batches.
Salt lightly and serve hot with bloom sauce.