Preheat oven to 375°F (190°C).
Melt butter in a large skillet over medium heat. Add onion, garlic, and bell peppers. Cook until softened, about 5 minutes.
Add shrimp to the skillet and cook until pink and opaque, about 3-5 minutes.
Stir in heavy cream, Old Bay seasoning, salt, and pepper. Bring to a simmer and cook for 2 minutes.
Line a pie dish with one sheet of pie crust.
Pour the shrimp mixture into the pie crust.
Cover with the second pie crust and crimp the edges to seal. Cut slits in the top crust to allow steam to escape.
Bake for 30-35 minutes, or until the crust is golden brown.