Fish (and seafood) names are notoriously variable by country and even by region, and we cannot rely on camaroncillo meaning the same in Mexico as elsewhere, or even in every part of Mexico.

I have found one reference from Campeche itself, in a book entitled Geografía y estadística del estado de Campeche, in which "camaroncillo" is identified as Gammarus fasciatus.
http://www.culturacampeche.com/acervo/html/199-GeografiaEsta...

Gammarus fasciatus is a small freshwater shrimp:
http://nas.er.usgs.gov/queries/factsheet.aspx?SpeciesID=26

I wouldn't necessarily rely absolutely on this. It seems a little odd, actually, since this shrimp likes cold water and is found mostly in the northern US.

On the other hand, this other Mexican source, which identifies camaroncillos as carídeos.
http://docencia.izt.uam.mx/gcja/uueeaa2/practicas/practicas....

This leaves the field wide open, because Caridea are a large family of shrimps, both marine and freshwater, which are generally known in Spanish as camarones or quisquillas.
http://es.wikipedia.org/wiki/Caridea

The same Mexican sources mentioned identifies camarones as penaeidos, which are Penaeidae, a family of marine crustaceans including tiger prawns.

So honestly all we can really say is that camaroncillos are small shrimp, possibly but not definitely freshwater.

Frankly it's the kind of term that could refer to any number of species, and I think a very general term in English is probably called for here.