Cut off and discard stem end from each squash and slice the vegetable in half lengthwise. Remove seeds and use in another dish, if desired. If necessary, cut a thin slice off the rounded side of each half so it will sit level.
Place halves on a steamer rack set over simmering water, cover, and steam until crisp-tender, about 20 minutes. Remove from steamer and let stand until cool enough to handle. Using a spoon, scoop out the flesh from each squash half into a bowl, leaving a shell about 1/4 inch thick; reserve.
Heat 3 tablespoons each oil and butter in a skillet over medium-high heat. Add the yellow and green onions, sweet pepper, and celery and saute until the vegetables are soft, about 5 minutes. Add the garlic and saute 1 minute. Stir in the tomatoes, reserved squash pulp, parsley, thyme, and bay leaf and continue to cook until all the vegetables are almost tender, about 5 minutes longer. Reduce the heat to medium-low, stir in the shrimp pieces, and cook until they turn bright pink. Stir in cooked crab and bread crumbs and season to taste with salt and black and cayenne peppers.
Mound the stuffing mixture into the reserved squash halves. Dot the tops with butter and place in a greased baking dish. Bake until the tops are golden brown, about 25 minutes. Garnish with thyme sprigs and lemon wedges and serve piping hot.