Combine the paprika, black pepper, cayenne, oregano and thyme. Coat the shrimp with half the seasoning mixture, then season with salt.
Preheat a pot or cast-iron Dutch oven over moderately high heat. Sear the shrimp to slightly blacken on both sides. Add the oil, tossing to coat the shrimp. Remove the shrimp from the pan and set aside.
Place the sausage in the pan, sautéing to slightly blacken on both sides. Add the celery, onion, green pepper and garlic. Cook to soften, but not brown. Mix in the tomato paste, add the second half of the seasoning mixture and cook to slightly darken. Add the tomatoes to deglaze the pan. Stir in the rice. add the stock, bay leaves, then season with salt.
Bring contents of the pot to a boil, reduce to a simmer, cover with a lid and let cook for 10 minutes. Remove from heat and let steam with the lid on for 10 more minutes.
Remove the lid, fluff the rice, mixing in the parsley and sauteed shrimp. Serve hot, garnish with additional parsley and lemon wedges.