What can I use as a substitute for teriyaki sauce in a marinade for shrimp
You could try soy sauce mixed with brown sugar or honey and add garlic and ginger. That's how to make homemade teriyaki sauce.
You can try using worcestershire sauce as a substitute for teriyaki sauce. It usually works well as a substitute though the taste might be different. You can also use sesame oil as a substitute and it will never disappoint you.