Peel and devein shrimp. Place shrimp in shallow dish and cover with whey. Place in refrigerator and let marinate for 4-6 hours.
Medium dice ½ of onion and place in small sauce pot with shrimp shells, carrot, celery, cloves and star anise. Pour water into pot and bring to boil. Reduce heat and let simmer for 1 hour. Strain stock and chill.
Add oil to large pot over medium heat. Slice remaining half of onion into slivers and add to pot. Cook until translucent then add ginger, garlic and lemongrass. Let cook for 2 minutes then add 2 cups shrimp stock and coconut milk. Bring to simmer.
Add baby bok choy to pot, and stir to combine then cook for one minute. Add shrimp to pot and cook until cooked through, approximately 2 minutes.
Prepare noodles according to package instructions. Divide between 4 bowls. Ladle shrimp broth over top and enjoy!