Make a roux by whisking the flour and 3/4 cup bacon drippings together in a large, heavy saucepan over medium-low heat to form a smooth mixture. Cook the roux, whisking continually, until it turns a rich mahogany brown color. This can take 20 to 30 minutes; watch heat carefully and whisk constantly or roux will burn. Remove from heat; continue whisking until mixture stops cooking.
Place the celery, onion, green bell pepper into the roux, and mix in the sausage. Bring the mixture to a simmer over medium-low heat, and cook until vegetables are tender, 10 to 15 minutes.
Add stock. Reduce heat to a simmer, and mix in the sugar, salt, Cajun seasoning, bay leaves, and thyme. Simmer the soup over low heat for 1 hour. Remove bay leaves.
Add shrimp, and simmer until shrimp are cooked through about 3-5 more minutes.
Serve in a bowl over cooked rice.