In a large skillet, melt the butter over medium heat. Add the flour and cook, stirring constantly, until the mixture turns a golden brown (about 10 minutes) to make a roux.
Add the chopped onion, green bell pepper, and celery. Cook until the vegetables are soft, about 5 minutes.
Stir in the garlic and cook for another minute.
Gradually whisk in the chicken broth until smooth. Add the diced tomatoes, tomato paste, hot sauce, Worcestershire sauce, paprika, thyme, oregano, bay leaf, salt, and pepper.
Bring the mixture to a simmer and cook for 20 minutes, stirring occasionally.
Add the shrimp to the skillet and cook until they are pink and cooked through, about 5 minutes.
Remove the bay leaf and stir in the sliced green onions and chopped parsley.