In a medium pot, heat the olive oil over medium heat; add the sausage and cook until browned, 8 to 10 minutes. Using a slotted spoon, transfer the sausage to a bowl.
Add the onion to the pot, season with salt and pepper and cook until softened, about 7 minutes. Stir in the garlic and cook for 1 minute more, then stir in the cooked sausage, the tomatoes, okra and chicken broth. Bring to a boil, stirring often, then lower the heat and simmer, stirring occasionally, until thickened, 30 to 35 minutes. During the last 3 minutes of cooking, add the shrimp and cook until opaque. Season with salt and pepper, then stir in the parsley.