Super soft fried shrimp in a light batter I dined at a sushi restaurant recently that had an appetizer called buffalo rock shrimp. Essentially its fried shrimp in a buffalo sauce. 

To describe the dish more specifically. The shrimp itself is the most soft, the batter almost has the same consistency as the shrimp itself. The batter is really light and fluffy with a soft crunch on the outside. 

I am determined to figuring out how to create such a dish. What is the secret to making batter fried shrimp turn out so soft? Also, what is the secret to making a light fluffy batter for shrimp that is slightly crispy on the outside and does not turn soggy when sauce is added?

I appreciate any advice on how to accomplish this.
It will be hard to say for certain without the recipe, but my guess is that you are describing the effect of using Tempura batter instead of the flour based batters typically encountered in Western countries. Tempura batter is much lighter, and while crispy, it can be softer in the center. This is mainly because cornstarch is used in place of some (or all) of the flour in western batters (or potato starch or a tempura mix). These starches have less gluten than wheat flower, which yields a lighter batter (gluten in batter makes the batter sticky, doughy, and heavy). You can find many tempura batter recipes online.