In a large bowl season shrimp with 1/4 teaspoon salt, drizzle with 1 teaspoon oil and mix with garlic and juice from 1/2 lemon.
Prepare an outdoor grill or grill pan over medium-high heat. Spray the pan or grates, then grill the shrimp until just cooked through and opaque, about 2 minutes per side. Transfer to a large bowl to cool or refrigerate.
Toss in the orange sections, juice from 1 orange, remaining lemon juice, arugula, endive and radicchio, drizzle the remaining 3 teaspoons olive oil, 1/4 teaspoon salt and fresh black pepper and serve right away.