Heat the oil in a heavy pot, and then add the onion, red pepper, celery, garlic, sassafras leaves and parsley. Cook until softened.
Add the flour, and stirring constantly, cook for one minute. Add the paprika, cumin, oregano, peppers and salt, stirring, for one minute.
Add the tomatoes, chorizo, and stock, then simmer, stirring occasionally, for 30 minutes. Soup will have thickened a little.
Add the okra and cook for 5-7 minutes, until tender. Then add the shrimp. Make sure it is fully heated, and then cook for a further fifteen minutes.
Serve with rice, and garnish with large cooked shrimp.