Shrimp Étouffée

For the Shrimp Stock (see note):
2 pounds (900g) shell-on shrimp, or 3 pounds (1.4kg) head-on shrimp (small or large shrimp will work in this recipe; size doesn't matter)
2 teaspoons (8g) Diamond Crystal kosher salt; for table salt, use about half as much by volume
1/2 teaspoon baking soda
3 tablespoons (45ml) vegetable or canola oil
1 medium yellow onion, diced
2 large ribs celery, diced
4 medium cloves garlic, smashed
2 tablespoons (30ml) tomato paste
1/2 cup (120ml) dry sherry or brandy (optional)
1 bay leaf
A few sprigs flat-leaf parsley
4 sprigs thyme
For the Étouffée:
1/2 cup (4 ounces; 115g) unsalted butter
1/2 cup (2 1/4 ounces; 65g) all-purpose flour
1 (8-ounce; 225g) medium yellow onion
2 large ribs celery (6 ounces; 170g), diced
1 (8-ounce; 225g) large green bell pepper, stemmed, seeded, and diced (or, if you want a sweeter flavor, half of a large green bell pepper and half of a large red bell pepper)
4 medium cloves garlic, coarsely chopped
3 scallions, white and light-green parts only, thinly sliced, plus more for garnish
1/2 teaspoon dried oregano
1/2 teaspoon dried thyme
1/4 teaspoon garlic powder
1/4 teaspoon onion powder
1/4 teaspoon cayenne pepper
1/8 teaspoon hot paprika (optional)
3 cups (700ml) shrimp stock, plus more as needed
2 bay leaves
Kosher salt and freshly ground black pepper
Warm long-grain rice, for serving