In a large Dutch oven add butter and chopped onions. Cook for 1 or 2 minutes and add flour, stirring until the flour is blended and mixture is paste like. Slowly add the broth and milk, stirring until well blended.
Add the remaining vegetables, season with salt and pepper to taste add bay leaves and bring to a boil. Once the mixture comes to a boil turn heat down to medium to medium low and simmer to vegetables are tender.
While soup is cooking coarsely chop shrimp. If using raw shrimp add shrimp and cook until they turn pink, if using cooked shrimp cook just until heated.