Cook and stir oil and flour in a skillet over medium heat until mixture is thick and the color of peanut butter, about 20 minutes.
Stir onion, green bell pepper, and celery into flour mixture.
Cook and stir until softened, about 5 minutes.
With a tablespoon of canola oil, cook sausage separately until browned about 5 minutes.
Add to vegetable mixture.
Add Cajun seasoning, garlic, and black pepper.
Cook and stir about 2 minutes.
Pour chicken stock over vegetable-sausage mixture.
Reduce heat to low and simmer for 30 minutes.
Add shrimp and cook until shrimp are pink and cooked through, about 10 minutes.
Serve over rice.