Add sliced sausage, zucchini, yellow squash, and red pepper to a large mixing bowl. Add 1 tbsp of olive oil and mix well. Prepare Cajun seasoning by mixing all ingredients listed together. Add to the bowl and mix until ingredients are evenly coated, but save ¼ tbsp.
Put raw shrimp into a bowl with about 1 tsp of olive oil and mix, then add the remaining ¼ tsp of Cajun seasoning to coat the shrimp.
Add large mixing bowl ingredients to a large skillet or wok. Cook on medium-high heat for about 5 minutes and add the raw shrimp. Cook until the shrimp turns white and vegetables become soft (approximately 3 more minutes).
Serve on pasta, rice, cauliflower rice, potatoes, or eat alone.