In a large skillet over medium heat, melt butter. Add onion, pepper, and celery and cook until soft, 5 minutes. Season with salt and pepper. Add garlic, paprika, thyme, oregano, and cayenne and cook until fragrant, 1 to 2 minutes more. Add chicken broth and bay leaf and bring to a boil. Lower to a simmer and cook until reduced by about 1/4, 6 to 8 minutes.
Add tomatoes and cook until reduced by half, about 10 minutes. Add green onions and Worcestershire sauce and cook until thickened, about 10 minutes more. Season again with salt and pepper if needed, then turn off heat and stir in lemon juice.
In a separate large skillet, heat oil. Add shrimp and cook until pink and opaque, about 2 minutes per side. Season with salt and pepper, then add prepared sauce to shrimp. Garnish with green onions and serve with rice.
Notes
While the holy trinity of onion, celery, and bell pepper is the norm it’s not a hard and fast rule. Want to add carrots? Go ahead. Have some leftover corn? Toss that in too.This is really good the next day. If the sauce thickens too much, add a little stock to thin it to the desired consistency.