Slice the shrimp in half lengthwise and set aside
Fry bacon until crisp and sausage until browned in a large soup pot over medium-high heat. Remove the bacon and sausage with a slotted spoon and let drain on paper towels and set aside. Pour off bacon drippings, reserving 5 Tablespoons. Return the pot to the burner.
Saute shrimp in 2 Tablespoons drippings for 3 minutes over medium heat, stirring constantly. Remove shrimp and set aside.
Sauté onion, celery, bell pepper, jalapeño peppers and garlic in 3 Tablespoons drippings for 3-4 minutes, stirring constantly.
Combine flour and seasonings; stir into vegetables. Cook 2 minutes, stirring constantly.
Deglaze with lemon juice, sherry, and Worcestershire, scraping up bits from the bottom of the pot.
Add the clam juice and broth ( also the ½ cup converted rice if you want it cooked in the gumbo) Bring to a boil, cover, reduce heat to low, and cook 20 minutes.
Stir in okra, scallions, shrimp, and bacon.
Remove from heat and let sit for 5 minutes.
To serve you can pour the gumbo over a serving of rice or you can add a scoop of rice on top of the gumbo like we did.
Garnish with celery leaves.