Think of this main as shrimp and grits with a distinctly Cajun attitude. Halved okra not only looks gorgeous, but it'll also give off less "slime" than chopped okra. Let the vegetables caramelize a bit in the pan for a richer base.
Bring stock, milk, garlic, and bay leaf to a boil in a large saucepan over medium-high heat. Add polenta and 1/4 teaspoon salt, stirring constantly with a whisk. Reduce heat to medium-low; cook 20 minutes or until thickened, stirring occasionally. Discard bay leaf. Cover and keep warm.
Heat a large skillet over high heat. Add oil; swirl to coat. Add okra, onion, and celery; cook 2 to 4 minutes or until browned (do not stir). Add remaining 1/4 teaspoon salt, shrimp, red pepper, and black pepper; cook 2 minutes, stirring occasionally. Stir in sauce and 1/2 cup water; bring to a simmer. Cook 3 minutes or until shrimp are done. Stir in vinegar.
Place 1/2 cup polenta in each of 4 bowls; top each serving with 1 1/2 cups shrimp mixture. Sprinkle evenly with green onions.