Season the shrimp with salt, pepper and cayenne to taste and set aside. Heat the oil in a large pot over medium heat. Add the okra and saute for 30 minutes, stirring occasionally. Add the tomato paste, tomato, onion, garlic, celery and green bell pepper and saute for 15 more minutes.
Add the water and season to taste. Bring to a boil, reduce heat to low and simmer for 45 minutes. Add the shrimp and simmer for 20 more minutes. Finally, add the green onion to the soup and stir thoroughly.