Toss shrimp, garlic, thyme, 1/2 tsp. salt, and 1 tbsp. oil in a medium bowl to coat.
Heat a large frying pan over high heat. Add 1 tsp. oil and about one-quarter of chicories; cook, stirring frequently with tongs, until just beginning to wilt, about 30 seconds (greens will continue to wilt as they stand). Transfer to a large bowl. Cook remaining chicories the same way, adding about 1 tsp. oil per batch.
Meanwhile, whisk together 4 tbsp. oil and 1/2 tsp. salt, the parsley, zest, and juice in a small bowl.
Reduce heat under pan to medium-high. Add shrimp and cook, turning occasionally with tongs, until shrimp are cooked through, about 2 minutes. Add beans and chicories and cook until warm, about 2 minutes. Transfer to a bowl and toss with two-thirds of lemon dressing. Serve with remaining dressing on the side.