Shrimp only lasts so long in the fridge. And while it is true that the cooked variety has a little bit longer of a shelf-life, you don't want to be taking any chances. According to the USDA ...
Given that shrimp can harbor both harmful bacteria and viruses, it's best to err on the side of caution to avoid a case of food poisoning.
The shrimp roe is an optional iingredient, but it adds a lot of umami to the dish, and one jar will last a long time in the fridge. Fen si is also known as mung bean noodles or glass vermicelli.