As Kenneth states, satay is a generic term. Also taste memories are significantly colored by the setting and company. Based on your description and my experiences I suggest the following:
Test drive it yourself first. Very very lightly season the shrimp with a curry powder on the warm spice side of the scale like this ubiquitous Japanse one (image attached) and the fatty top of can cream from the tinned coconut milk. Marinate briefly and then pan or fire grill until just firm - no rubber band stuff 
For the sauce I would do a simple peanut sauce with regular chunky peanut butter (not the fancy stuff). It already has added sugar. At a bare simmer let it come together with coconut milk and just a bit of a Thai red curry paste (can); adjusting to taste. A little tamarind would be subtle for tartness and added complexity, but a squeeze of lime or lemon or even vinegar would work. Of course the best shrimp possible rather than the industrial stuff certainly is a huge factor. Good luck!
Oh - both extra coconut milk and curry paste freeze beautifully.
