Preheat the oven to 475 degrees F.
For the seasoning: Combine the garlic powder, paprika, black pepper, salt and cayenne.
For the surf and turf: Rub 1 tablespoon of the butter over the tenderloin then sprinkle lightly with the Cajun seasoning. Place in the oven for approximately 25 to 30 minutes.
After about 25 minutes check the tenderloin; you want a temperature of 120 to 125 degrees F on a meat thermometer for medium rare to rare. Remove the tenderloin from the oven and rest it for 10 to 15 minutes.
In another skillet, add 3 tablespoons of the butter and heat to melt. Throw in the onions, green peppers and red peppers, then cook until golden brown and colored, but still somewhat crisp, a couple of minutes. Add the garlic and cook around for 30 to 45 seconds. Remove the veggies to a plate.
Heat the same skillet over high heat, and then pour in the wine and chicken broth. Cook on high for 3 to 5 minutes, scraping the bottom of the skillet to deglaze. Reduce the heat to medium-low heat and pour in the cream, stirring or whisking constantly. Cook the sauce until the cream starts to thicken the mixture, a few minutes. Taste and adjust the seasoning as needed.
Add the cooked vegetables to the sauce, making sure to include all the juices that have drained onto the plate. Stir and cook until the mixture is bubbly and hot, 1 to 2 minutes.
Next add the remaining 2 tablespoons butter to a skillet and melt the butter over high heat. Throw the shrimp into the skillet and sprinkle them lightly with some of the remaining Cajun seasoning. Cook the shrimp until opaque and deep golden brown with some dark brown parts. Remove from the skillet and set aside.
Serve the veggies and shrimp in their skillets and the tenderloin on a platter.