In a large skillet, add a little bit of olive oil and cook the sliced sausages for a few minutes until they become browned. Once they are done cooking, place them on a paper tower covered plate so that the oil will drain. Place them aside for now.
In a large pot, add olive oil over low to medium heat for about a minute. Add diced onions, and cook them for a minute or two until tender. If the onions start to blacken, add a little bit of water to the pot.
Add diced bell pepper, celery, minced garlic, and diced jalapeño. Cook for a few minutes until tender.
Reserve about a ½ cup of chicken broth and pour the rest of the broth into the pot. In a large bowl, whisk together chicken broth and all-purpose flour until the flour has completely dissolved. Slowly pour this flour broth mixture into the soup and stir to incorporate it. This will help thicken the soup.
Next, add diced tomatoes, uncooked rice, Cajun seasoning, bay leaves, and dried thyme. Allow the soup to simmer for about 20 minutes until the rice is soft and tender.
Add the sausage and the shrimp, and let the shrimp cook for a few minutes until they turn an orangish red color and are no longer translucent. Season with salt and add more to taste.
Serve the shrimp jambalaya soup warm.