Whisk egg yolks, vinegar, mustard, sugar, and salt together in a bowl.
Slowly drizzle in oils while whisking until a thick mayonnaise forms.
Fold in capers, gherkins, herbs, and pepper, then cover and rest for 20 minutes.
Combine cornflour, flour, and salt in a bowl and make a well.
Whisk in the ale and vinegar to create a smooth batter and set aside.
Heat vegetable oil in a deep pan or fryer to 190°C.
Coat scampi tails individually in a bag containing seasoned flour.
Dip floured scampi into the batter and fry in batches for 3 minutes until golden.
Drain scampi on kitchen paper and serve on warm plates with sauce and lemon.