In a saute pan, over medium heat, melt the butter. Stir in the flour and cook for 4 to 6 minutes for a medium brown roux, about the color of peanut butter. Add the onions, peppers, and celery. Season with salt and cayenne. Continue cooking until the vegetables are wilted, about 8 minutes. Add the sausage and continue to cook for 2 minutes. Season the shrimp with salt and cayenne. Add the shrimp. Stir in the clam juice and cream. Bring the liquid to a simmer and continue to cook for 8 to 10 minutes, until the mixture coats the back of a spoon. Remove from the heat and stir in the green onions. To serve, spoon the grits in the center of each serving bowl. Spoon the shrimp mixture over the grits. Garnish with parsley.