Peel and de-vein the shrimp. The shells may be used to make a broth (<a href='https://www.eatitapp.com/view%20recipe.php?RecipeID=775'>see recipe</a>).
Cut a red pepper into quarters and roast in toaster oven for 10 minutes, or full sized oven under the broiler for 3-5 min. When it has a very light char, take it out and cut off any major char, then dice the rest.
Make a light Roux. Heat the oil in a kettle or large saucepan with a heavy bottom over medium heat. Add the flour, and cook, stirring constantly, until lightly browned. Do not burn.
Add the onion, green onions, roasted red pepper, celery and garlic. Cook, stirring, until wilted. Add sausage and stir.
Add the tomatoes, thyme, paprika and oregano, and bring to a boil.
In a separate pot, cook the rice, then add to the jambalaya. Add salt, pepper, shrimp broth and vermouth if desired. Reduce heat to medium-low, and simmer, uncovered, about 25 minutes.
Add the shrimp and stir. Cook about 10 minutes longer or until it has thickened, but is still slightly soupy. Taste, and add cayenne pepper if you want more spice, fish sauce for more savory flavor, and lemon juice if missing acidity.