Prep the base: Add the onion, bell pepper, and garlic to the crockpot.
Drizzle with the oil, then sprinkle in the Cajun seasoning, smoked paprika, and cayenne (if using). Pour in the chicken broth and stir to coat the veggies evenly.
Slow cook to build flavor: Cover and cook on Low for 2 to 3 hours, or on High for 1 to 1.5 hours, until the onions are soft and the broth is aromatic.
Add the creamy elements: Stir in the cream cheese, heavy cream, and butter. Cover and cook on High for 20 to 30 minutes, then whisk or stir until the sauce is smooth and creamy.
Add the shrimp: Pat the shrimp dry and season lightly with salt and pepper.
Add them to the crockpot, pushing them into the sauce in an even layer.
Finish cooking: Cover and cook on High for 15 to 25 minutes, until the shrimp are pink and just cooked through. Avoid overcooking—they should be plump and tender, not rubbery.
Brighten and adjust: Stir in the lemon juice. Taste and adjust salt, pepper, and heat.
If you want a thicker sauce, let it sit uncovered for 5 to 10 minutes, or stir in Parmesan.
Garnish and serve: Sprinkle with fresh parsley. Serve over cauliflower rice, sautéed zucchini ribbons, or a bed of steamed broccoli for a low-carb pairing.