Melt the butter in a large skillet over medium-high heat. Add the onions, celery and bell peppers and sauté until soft and golden, 10 to 12 minutes. Add the shrimp and bay leaves. Reduce heat to medium. Stirring occasionally, cook until the shrimp become opaque 5 minutes.
Dissolve the flour in the water or stock. Add to the shrimp mixture and season with salt and cayenne. Stir until the mixture thickens. Add the parsley and green onions and cook for about 2 minutes.
Remove the bay leaves and serve.
For those who like a tomato base add one can of tomatoes or rotel and increase flour by ¼ tbls.