In a slow cooker, mix chicken, celery, green bell pepper, onion, garlic, tomatoes with liquid, sugar, salt, Italian seasoning, cayenne pepper, and bay leaf. Cover, and cook on Low 7 to 9 hours.
Remove bay leaf from the chicken mixture, and stir in orzo. Increase heat to High. Cook 15 minutes, until orzo is tender.
Stir in shrimp, and cook 2 minutes, until shrimp are heated through.
