Heat a skillet over medium heat and melt butter. Sauté shallots, red peppers and garlic. Remove from heat. Mix in crackers and stir to combine, allow crackers to absorb all the butter.
Combine cream cheese, parsley, creole mustard, lemon zest, Cajun seasoning, paprika, and horseradish. Fold in shallot, red pepper, garlic, and cracker mixture and mix until combined.
Gently fold in jumbo lump crab meat to the mixture. It is better to add crab meat in at the end so it stays intact better. This will be the stuffing for the salmon.
Make a slit about 2 inches long on the top, about halfway down. Pat the salmon dry with a paper towel. Lightly salt or sprinkle more Cajun seasoning on the filets.