Heat oil and butter in a dutch oven or heavy bottomed pot and add flour. Cook the flour while stirring fairly regularly on a medium flame for 20 minutes till it gradually deepens in color to the color of peanut butter.
Once the roux has reached the desired color, add the bayleaf, onions, celery and capsicum and stir for two to three minutes till the onions are tender.
Add garlic and slowly start adding shrimp stock while stirring continuously till the mixture thickens a little and comes to a boil.
Stir in crushed tomatoes or tomato puree, cajun seasoning and salt (if using) along with sausages and okra. Mix this well and bring this to a boil.
Add shrimp to the pot, simmer for 8-10 minutes and turn off the flame. (if using smaller or larger sized shrimp, cooking time will vary slightly). Top with chopped parsley and serve hot.