Heat vegetable oil in a large pot over medium heat. Add onion, bell pepper, and celery, cooking until softened, about 5 minutes. Stir in the garlic and cook for another minute.
Brown the sausage
Add the smoked sausage slices and cook until browned, about 5 minutes.
Build the base
Stir in the tomato paste, diced tomatoes, and spices (smoked paprika, Creole seasoning, cayenne, salt, and black pepper). Cook for 2-3 minutes until the tomato paste darkens slightly.
Simmer the soup
Pour in the chicken broth and add bay leaves. Bring to a simmer and let cook for 20 minutes to develop flavors.
Add the okra
Stir in the frozen okra and let cook for 10 minutes. Using frozen okra keeps the recipe convenient and makes this one of the best frozen okra recipes to have on hand.
Finish with shrimp
Add the shrimp to the pot and cook for another 5 minutes, or until they turn pink and opaque.
Serve
Remove bay leaves and ladle the soup over a scoop of cooked rice. Garnish with chopped green onions and parsley.