Yes it's perfectly fine to eat fried shrimp when you're pregnant.
The fried shrimp does contain some mercury but the mercury level in the fried shrimp is small enough that it won't harm you or the baby during pregnancy.
I love fried shrimp myself and I ate fried shrimp during my pregnancy and had no problems with the birth of my children.
So you can eat fried shrimp during pregnancy if you want too as it's a great food and great to eat when pregnant.
Fried Shrimp is also low in fat content and high in protein, making the fried shrimp a healthy choice for food during pregnancy.