Peel and devein the shrimp, reserving the heads and shells. Rinse and set aside.
In a large saucepan, melt butter over medium heat. Add diced celery and shrimp shells/heads. Cook for 4 minutes, stirring well.
Add 1/2 teaspoon black pepper and stir. Increase heat, add water, and bring to a boil. Reduce to a simmer and cook for 25–30 minutes to create a shrimp stock.
Add cubed pumpkin and sweet potatoes to the pot. Stir and cook for 2 minutes. Add sliced okra and stir to combine.
Add chopped spinach to the pot. It may seem like a lot, but it will wilt down. Pour in coconut milk and stir well.
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While the soup simmers, season the cleaned shrimp with Caribbean green seasoning and the remaining 1/4 tablespoon salt. Refrigerate to marinate.
While the soup simmers, season the cleaned shrimp with Caribbean green seasoning and the remaining 1/4 tablespoon salt. Refrigerate to marinate.
After the soup has simmered and vegetables are tender, use a swizzle stick, whisk, or immersion blender to achieve desired consistency. Pulse gently to avoid over-blending.
Add the marinated shrimp to the soup, stir well, and turn off the heat. Cover and let the residual heat cook the shrimp for 5–8 minutes until fully cooked.
Serve hot as a soup, over rice, or with crusty bread.