Sauté the celery, onions, bell peppers, and mushrooms in butter until tender. Add flour and other dry seasonings, stirring and blending together until you absorb all the liquid and it will make a paste. Gradually stir in milk by drizzling as you go along so it loosens itself softly. Continue cooking and stirring until it begins to steam. Do not let it boil or will separate on you. Add the shredded cheese until thick, stirring constantly. Add the cooked shrimp, continue stirring until desired thickness. Serve over bed of rice or pasta.