Sauté the sausage in a Dutch oven over medium-high heat until lightly browned. Remove and set aside. Add the red pepper to the Dutch oven; sauté 2 minutes. Add the celery, scallions, parsley, garlic, and thyme, stirring well. Cook another 3 minutes then add the rice, still stirring. Add the chicken, combining well.
Reduce heat to low and cook 5 minutes. Stir in the sausage, tomatoes, broth, bay leaves, salt, black pepper, and cayenne. Cover and cook 15 to 20 minutes or until the rice is done. Stir in the shrimp and lemon juice and cook until the shrimp are just done, another 3 to 5 minutes. Serve warm.