Season steaks with steak seasoning and let rest for 15 minutes.
Heat olive oil in a skillet over medium-high heat. Sear steaks 3-5 minutes per side for desired doneness. Remove and rest.
In the same skillet, melt butter and add shrimp. Sprinkle with Cajun seasoning and cook 1-2 minutes per side until pink. Remove and set aside.
Lower heat to medium, add heavy cream and lobster base. Stir and bring to a simmer.
Add Parmesan cheese and stir until the sauce thickens.
Return shrimp to the sauce, heat for another minute.
Plate steaks and spoon shrimp and lobster sauce over top. Garnish with parsley.