Heat butter in a Dutch oven over medium heat; stir in flour and cook, stirring constantly until flour is caramel colored (about 8 to 10 minutes). Add onion, celery, green pepper, and garlic, and cook, stirring often, 5 to 7 minutes or until tender. Stir in Creole seasoning, lemon juice, and Worcestershire sauce. Add the tomato paste and stir until it is evenly coating all of the vegetables. Slowly add 2 cups shrimp broth, stirring constantly to create a thick sauce. Add the bay leaf, reduce the heat to low, and cook, stirring occasionally, for 45 minutes. Add the shrimp, and cook 10 minutes, stirring in ¼ to ½ cup remaining shrimp broth to reach desired consistency.