Preheat oven to 375 degrees.
In a small bowl, season shrimp with a small amount Old Bay and mix until all shrimp are coated.
Heat oil in a 10 inch, oven-safe skillet (cast-iron recommended), over medium heat. Add shrimp to skillet, and cook for 2 minutes on each side. Remove shrimp, and let cool for about 2 minutes.
Add butter to same skillet. As butter is melting, add celery, bell pepper and onion. Sauté veggies until they are tender, approximately 5 minutes. Mix in flour, and stir. Add heavy cream, and stir until mixture is smooth.
In a medium size bowl, add cream cheese, mayo, salt, Old Bay, garlic powder, parsley, lemon juice, crab claw meat, lump crab meat and shrimp. Mix together until all ingredients are combined.
Add cream cheese mixture to skillet with vegetable mixture, along with half of white cheddar, and half of parmesan. Mix it all together, until thoroughly combined. Top with remaining white cheddar and parmesan. Bake in preheated oven for 25 minutes.
Remove, and let rest for at least 10 minutes. Serve warm with toasted bread or tortilla chips.