Peel shrimp; toss shells with 1/2 tablespoon Cajun seasoning. Place seasoned shells into a pot with 3 quarts water, 1 tablespoon diced onion, and 1 tablespoon diced bell pepper. Bring to a boil; reduce to a simmer and cover. Cook for at least 2 hours; the longer it cooks, the more flavor the stock will have.

Meanwhile, gently run a knife along backs of shrimp to devein; this will also make shrimp plump nicely when cooking. Toss shrimp in remaining 1/2 tablespoon Cajun seasoning; refrigerate.

Melt butter in a large pot over medium-high heat. Slowly add flour, stirring constantly with a whisk or wooden spoon. Continue to cook and stir frequently until roux turns brown in color and has a nutty aroma, about 5 minutes. Add remaining onion and bell pepper; sauté until onion is translucent, 5 to 7 minutes. Stir in tomato paste.

Slowly stir in diced tomatoes, okra, and shrimp stock. Add crab boil seasoning; bring to a boil. Reduce heat to a simmer; cook, uncovered, stirring occasionally, about 1 hour. Stir in shrimp; continue cooking until shrimp are bright pink but not tough, about 20 minutes.