Spicy Shrimp with Andouille Sausage on Grits

1/4 cup dry white wine

1 shallot , chopped

1 tablespoon fresh lemon juice

1 tablespoon rice vinegar

1 cup whipping cream

5 cups water

3 cups whole milk

1/4 cup ( 1/2 stick) unsalted butter

2 cups corn grits*

1/4 cup olive oil

8 ounces smoked andouille sausage ,** sliced

1 red bell pepper , chopped

1 yellow bell pepper , chopped

1/2 cup minced onion

4 garlic cloves, chopped

30 uncooked large shrimp , peeled, deveined

4 plum tomatoes, chopped

1 teaspoon Cajun seasoning

1 teaspoon Old Bay seasoning