In a large skillet, heat olive oil over medium heat. Add onions and bell peppers and cook for 2 minutes. Add minced garlic, stir and cook for an additional minute or until vegetables have softened. Remove vegetables and set aside.
Add one tablespoon butter and andouille sausage. Cook until the sausage is browned and the edges are slightly crispy. Remove and set aside.
Add the remaining butter to the same skillet. Add shrimp and Cajun seasoning, tossing to coat. Cook shrimp for 2-3 minutes or until no longer pink. Set aside.
Meanwhile, prepare pasta. Boil pasta a few minutes shy of what the package directions suggest until still very al dente.
Preheat oven to 375 degrees.
Heat a large saucepan over medium heat. Add butter and flour whisking until combined. Slowly whisk milk and heavy cream and continue to whisk until smooth. Reduce heat to medium-low and cook milk mixture for 3-5 minutes or until it begins to thicken (do not let the milk boil).
Whisk in cheese and stir until smooth. Carefully toss pasta with cheese sauce and cooked vegetables. Add in sausage and ½ of the shrimp.
Pour mixture into a cast iron skillet or baking dish that is sprayed with cooking spray.