Put the bacon in a pot with the onion, celery, and olive oil. Add a sprinkle of sea salt and cook it on medium for about 6-7 minutes until the vegetables are soft and the bacon is tender.
Add the garlic and cook for 1 minute. Then, add the peppers, tomatoes, Old Bay, and sausage. Cook for about 10 minutes, stirring occasionally. If your sausage is raw, you will need to cook it for more time. Add the chicken broth and cook for an additional 5 minutes.
You can make it ahead to this point, if you are having a dinner party. Make it in the morning and put it in the refrigerator. Just pull it out and heat it up to simmering, while your guests are having cocktails.
Once the base mixture has been heated up, add the shrimp and really only cook for about 3 minutes. Please don't overcook or the shrimp will be tough! About 2 minutes into cooking the shrimp, add the butter, stir, then the lemon juice and stir through.