Preferably the day before, wash the cockles in running water and leave in enough cold salted water, so that they lose all the sand.
Place the cockles in a large pan (so that the layer is not very thick), pour over a little water and cook in strong heat. When they start to open, take the cockles out of their shells. Keep the water for later.
In boiling salted water, place the shrimps, bring to the boil, checking whether you can peel and strain them, keeping the water for later.
Peel the shrimps and place the heads and shells in the water that cooked them. Bring to boil in low heat about 30 minutes. Grind everything with the mixer, or in the mixing glass, add the water from the cockles and sieve the liquid through a gauze.
Chop the garlic and heat slightly in a large pan with the olive oil; add the chopped coriander, sauté a little and pour over the water from the shrimps. Bring to boil, season with pepper and chili and rectify the salt.
Add the Arroz Carolino after rinsing with running water. When the liquid starts to boil, cover the pan, reduce the heat to the minimum and let it cook only the time necessary for the rice to be cooked.
Serve 5 minutes later, at least, off the stove.
Note: If the liquid is not enough for the result you wish, you may add a bit of plain water. After a quantity of liquid 3 times higher than the volume of the rice, we may already get a "watery" rice, or um "arroz malandro" or still "arroz malandrinho", as we call it.