In a medium bowl, combine the cream cheese, mayonnaise, old bay seasoning, sea salt, sour cream, scallions, and lemon juice.
Mix until all ingredients are thoroughly combined. Using a food processor or hand mixer, blend until the dip is creamy and smooth.
Add in the shrimp and pulse in the food processor to break it down into small pieces. Add in the hot sauce, fresh dill, and black pepper, and mix until combined.
Place the dip in a bowl and refrigerate for at least 30 minutes before you serve.