Preheat your oven to 375°F (190°C). Pat the shrimp and scallops completely dry with paper towels.

In a large skillet over medium heat, melt the butter. Add the minced shallots and garlic, cooking until fragrant, about 2-3 minutes. Whisk in the flour and cook for 1 minute. Slowly pour in the white wine, whisking to combine. Gradually whisk in the heavy cream and milk until smooth. Bring to a simmer and cook until the sauce thickens, about 5-7 minutes. Stir in Old Bay, salt, and pepper.

Add the shrimp and scallops to the thickened sauce. Cook for 2-3 minutes, until shrimp just turn pink. Remove from heat immediately to avoid overcooking.

In a medium bowl, combine the ricotta cheese, 1/2 of the mozzarella, 1/2 of the Parmesan, the beaten egg, and fresh parsley. Mix well.

Spread about 1 cup of the seafood sauce in the bottom of a 9x13 inch baking dish. Arrange 3-4 lasagna noodles on top. Spread half of the ricotta mixture over the noodles. Top with about one-third of the remaining seafood sauce and a sprinkle of mozzarella and Parmesan.

Repeat with another layer of noodles, the rest of the ricotta mixture, and another third of the sauce. Finish with a final layer of noodles, the remaining sauce, and top generously with the rest of the mozzarella and Parmesan cheese.

Cover the baking dish with aluminum foil and bake for 30 minutes. Remove the foil and continue to bake for another 15-20 minutes, or until the top is golden brown and bubbly.

Let the lasagna rest for at least 10-15 minutes before cutting and serving. This helps the layers set.