Heat olive oil in a large skillet over high heat. Add chopped onion and celery and saute, stirring often, about 10 minutes, until onions have browned. Combine salt, peppers, thyme and flour. Sprinkle mixture onto the browned onions; add the garlic and bay leaf, stir and cook for 1 minute. Stir in the diced tomatoes and white wine, and remove the pan from the heat.
Place okra in the slow cooker. Pour contents of the skillet over the okra. Stir to mix, cover and cook on LOW for 2 to 2 1/2 hours, until okra is tender but still holds its shape. Stir in the peeled shrimp and cook on LOW an additional 1 hour.