Peel shrimp, and devein, if desired.
Melt 1/4 cup butter in a Dutch oven over medium-high heat. Add shrimp; cook 3 to 5 minutes or just until shrimp turn pink. Remove shrimp, and set aside. Add chicken and sausage to pan; cook 5 minutes or until thoroughly heated. Remove from pan; keep warm.
Melt remaining 1/4 cup butter in Dutch oven over medium-high heat. Add mushrooms; saute 5 minutes. Add onion and garlic; saute 5 minutes or until tender. Whisk in flour; cook, whisking constantly, 1 minute. Add broth, milk, and wine; cook, whisking constantly, 5 minutes or until thickened. Stir in ketchup Worcestershire sauce, and shrimp.
Remove from heat, and stir in sour cream and dillweed. Stir in chicken mixture; serve over rice.