In a bowl, combine the shrimp, cayenne, oregano, and thyme. Toss to coat.
Set a heavy pot over high heat and add the andouille. Cook for several minutes, until the andouille begins to brown and crisp on the outside edges. Add the onion, pepper, celery, and garlic. Cook 3-4 minutes to allow the vegetables to soften. Add the tomatoes, stock, bay leaves and Tabasco.
Slowly stir in the rice. Bring to a simmer and cook for 10 minutes. Add the shrimp (along with any remaining seasonings from the bowl) and okra. Cook another 5-10 minutes, until the shrimp is cooked through and the rice is tender.
Stir in the basil and season to taste with salt and pepper. Serve with additional Tabasco so each diner can adjust the amount of spice to suit their taste.