Lemongrass – yes, should be. we have it here in Buffalo. Near the ginger. Know what it looks like.
Shrimp paste – maybe. Look in the Asian foods section (duck sauce, soy sauce, etc). You could prob skip it or use a bit of fish sauce in a bottle (same place).
Coconut milk vs cream – See if you need unsweetened or sweetened and read the can. Cream will just be thicker and heavier in fat, thats all. You could thin it out with milk.
My other suggestion is to just get a good curry seasoning mix, instead of all the different spices they require.