In a large Dutch oven, cook ham until browned. remove from pan and drain on paper towels. Add onion, celery, green pepper to the pan drippings and cook 10 minutes, or until tender. Add garlic and cayenne cook 1 minute. Add rice, cook and stir 1 minute. Stir in ham, water, broth, salt, and thyme. Heat to boiling , reduce heat and cover, simmer for 15 minutes. Stir in tomatoes, cover and cook 5 minutes. Add shrimp, cover and cook 5 minutes or until shrimp are just opaque. Serve with hot sauce and some crusty bread.