MELT 2 tablespoons butter in medium saucepan over medium heat. Add shrimp, onion and celery; cook, stirring occasionally, until shrimp turn pink. Remove from saucepan; set aside.
MELT remaining butter in same saucepan over medium heat. Stir in flour. Gradually stir in water, ketchup, bouillon, bay leaf, seasoned salt and pepper. Bring to a boil, stirring occasionally; reduce heat to low. Cook, stirring occasionally, for 5 minutes. Add shrimp mixture; cook, stirring occasionally, for 2 minutes. Discard bay leaf. Stir in evaporated milk and wine. Heat through; do not boil.