Combine all of the marinade ingredients and shrimp in a container or zip-top bag. Marinate for 2 hours.
Place the onions in a heatproof bowl. Bring the vinegar, sugar, salt, and water to a boil in a small saucepan and pour over the onions. Cool.
In a large skillet, heat the oil for the fajita vegetables. When hot, add the veggies, oregano and salt and cook, tossing, until just crisp-tender, about 3-4 minutes. Remove the veggies from the skillet.
Return the skillet to medium heat with 2 tablespoons canola oil. Add the shrimp and cook, flipping after 1 minute, until pink and "C" shaped, about 2-3 minutes.
Divide the shrimp and veggies between corn tortillas and top with pickled red onions and cilantro.