In a large bowl, season shrimp with salt, pepper, garlic, Italian seasoning, cayenne pepper and lemon juice. Set aside for 5 minutes.
Heat a skillet with oil on medium heat. Stir fry shrimp for 2 minutes then add 1 tablespoon of butter. Cook until the shrimp are cooked, about 2-3 minutes. Remove the cooked shrimp and set it aside.
Add the rest of the butter to the same skillet along with the broccoli and bell pepper. Cook for about 3 minutes on medium heat, stirring frequently. Cook it longer if you prefer your vegetables to be more tender.
Add the shrimp back to the skillet. Stir and season with salt and pepper, if needed. Cook for 1 minute until the shrimp is heated through.