Preheat oven to 350.
Lightly coat the skin of the spaghetti squash with 1 T olive oil. Place on a baking sheet (whole) and cook 1-1 ½ hours depending on the size. When skin can be pierced easily they're done. Set aside to cool.
While squash is roasting, heat 1 T olive oil in a large non stick skillet over medium heat. Add onion and shallot, cook until just softening (about 4 min). Add garlic and cook 1 minute more. Add zucchini, celery, bell pepper, salt and pepper. Cook until veggies are just about soft, stirring occasionally. Put cooked veggie mix in large bowl.
Return skillet to medium heat and add sausage pan. Brown sausage. Drain if necessary. Add sausage to bowl with vegetables.
When spaghetti squash is cool enough to handle cut in half lengthwise and remove the seeds (using a spoon is easiest). Scoop "spaghetti" strands into the same bowl as the sausage and vegetables. Keep the squash shell intact.
Add 2 C marinara to bowl and stir well to combine.
Spoon mixture into squash shells and top with thick slices of mozzarella.
Return to the oven and bake 10-15 minutes until cheese is melted.
Top each squash with parsley and basil.