Pat shrimp completely dry with paper towels and season lightly with 1/2 teaspoon Cajun seasoning. Slice sausage, dice vegetables, and mince garlic so everything is ready before you start cooking.

Heat the olive oil in a large skillet over medium-high heat. Add sausage slices in a single layer and cook until deeply browned and crisp at the edges, about 4-5 minutes per side. Transfer to a plate, leaving the rendered fat in the pan.

Add bell pepper and zucchini to the hot skillet. Cook undisturbed for 2 minutes to get some color, then stir and cook until just tender, about 4 minutes total. Add garlic and remaining 1 teaspoon Cajun seasoning; stir until fragrant, 30 seconds.

Pour in chicken broth to deglaze, scraping up any browned bits. Stir in heavy cream and simmer until slightly thickened, about 2 minutes. The sauce should coat the back of a spoon but still pool easily.

Nestle shrimp into the sauce and vegetables. Cover and cook until shrimp turn pink and curl into a loose C shape, 3-4 minutes. Do not overcook - they will continue cooking from residual heat.

Return sausage to the skillet and stir to coat in sauce. Remove from heat, drizzle with lemon juice, and toss once more. Taste and adjust seasoning. Sprinkle with fresh parsley and serve immediately in shallow bowls.