For "months" just forget about the "th" and say "munce" (rhymes with "once"). There will be those on this board who tell you that is wrong, but no native speaker will notice the difference.
For "shrimp" practice with two words: "sure" (as in be sure of yourself, pronounced "shure") and "imp". Sure-imp, sure-imp, sure-imp. Run the R onto the imp: Sure+rimp, sure+rimp. Make sure you are NOT emphasizing the Sure part. Try lifting your voice at the end, on the "imp" to make sure you don't emphasize the "sure." Sure-RIMP, sure-RIMP. Visualize the "u" disappearing from the "shure" part ("shr"). Then speed it up and run them together.