In a Dutch oven, cook bacon until crisp. Remove bacon with a slotted spoon and set aside.
Add onion, green pepper, and celery to the bacon grease. Cook for 5 minutes, stirring occasionally.
Add garlic and cook 1 more minute.
Add tomato paste, diced tomatoes, brown sugar, vinegar, hot sauce, creole seasoning, thyme, paprika, bay leaf, salt, rice, and 1 1/4 cups chicken broth.
Stir to mix everything and place lid on. Reduce heat to medium-low and simmer for 20 minutes. If needed (rice is still crunchy and their is no more liquid), add a little more chicken broth and cook with lid on for a few more minutes.
Add shrimp and stir them in. Cook for about 5 minutes with lid on, stirring occasionally.