In a large skillet over high heat, add 2 tablespoons oil and flour to the pan, and whisk together quickly. Continue cooking and stirring until a dark roux forms. Stir in shrimp. Cook and stir for a few minutes, until the shrimp turns pink. Set aside.
In another pan, heat 2 tablespoons oil over medium heat. Stir in okra and onions; cook until okra is tender. Mix in tomatoes. Add water, bay leaf, garlic, salt, red pepper, and the shrimp mixture. Cover, and cook slowly for 30 minutes.