Preheat the oven to 375°F (190°C). Place the smoked neck bones, onion, bell pepper, celery, and garlic on a foil-lined sheet pan. Wrap tightly with foil and bake for 1 hour.
Meanwhile, add the rinsed red beans to a large heavy pot and cover with about 2 quarts of water. Add the bay leaves, salt, and pepper. Bring to a rolling boil for at least 10 minutes, then cook uncovered over medium-high heat for a total of about 1 hour.
Carefully open the foil packet. Add the smoked meat, vegetables, and all accumulated juices to the beans. Stir in the sliced smoked sausage and Cajun seasoning.
Cover, reduce the heat to medium-low, and simmer for about 1 1/2 hours, stirring occasionally. Add more water as needed so the beans do not dry out.
When the beans are tender and the broth has thickened, remove the bay leaves. Taste and adjust the salt, pepper, and Cajun seasoning before serving.