For stock, you do not want an oily fish nor shrimp shells.
You want preferably bones from a flatfish and/or sea bass minus the gills, fins and skin.
A fair substitute is the dried granulated fish product sold in Japanese stores for Miso and other types of soup. Dried bonito flakes are for Miso but I suppose could be used?
To make a fume, simply poach the bones starting in cold water with vegetables such as onions, carrot and celery and anise and afew whole white pepper corns, skimming the foam.
In a pinch substitute unsalted msg free chicken stock.
A good olive oil makes a-nice emulsion aka ‘Floyd On Fish’.
If you can find a copy, probably the best recipe/technique/tutorial!
-Richard