Line a sheet pan with a wire rack. , Fill a deep, medium saucepan with oil to a depth of 2 inches. Heat over medium-high to 350 degrees.
While the oil heats, whisk the flour, ground cayenne, baking powder, baking soda and salt in a medium bowl. Zest the lemon right into the bowl; slice the lemon into wedges and set aside for serving. To the bowl, add the chives, corn and shrimp. Stir to combine. Pour in the seltzer and stir until just combined. Fold in the sour cream until just incorporated.
Once a deep-fry or candy thermometer reads 350 degrees, the oil is ready. If you don’t have a deep-fry thermometer, you also can see if the oil is hot enough by dropping a tiny dollop of the batter into the pot: Bubbles should form around the batter immediately and the dollop should float to the surface. Working in batches to avoid crowding the pan, carefully drop tablespoons of the batter into the hot oil and fry, turning frequently, until golden brown, about 5 minutes. Maintain the temperature.
Transfer the beignets to the rack using a slotted spoon or tongs. Repeat the frying process with the remaining batter.
Serve the beignets warm, with lemon wedges for squeezing and with sweet chile sauce for dipping, if using. Sprinkle the beignets with a little salt, if you like.
