In a large saucepan, over medium heat, add the olive oil. Season the duck pieces with salt and pepper. When the oil is hot, sear the duck, fat side down for about 4 to 6 minutes. Turn over the duck and continue to sear for 4 minutes. Remove the duck from the pan and set aside. Add the onions and celery to the pan. Season the vegetables with salt and cayenne. Saute the vegetables until wilted, about 4 minutes. Add the sausage and continue to saute for 4 minutes. Stir in the beans, bay leaves, and garlic. Add the duck stock, water and fresh thyme. Place the duck pieces back into the pan. Bring the liquid to a boil and skim off any cloudy scum that has risen to the service. Reduce the heat to a simmer and cook, uncovered for 2 hours, stirring occasionally or until the meat and beans are tender. Season the shrimp with salt and pepper. Add the shrimp to the pot and continue to cook for 8 to 10 minutes, or until the shrimp turn pink and curl their tails in completely. Reseason if necessary and stir in the green onions and parsley. Ladle into serving bowls and serve with crusty bread.