Combine first 9 ingredients in a large stock pot; bring to a boil. Reduce heat; simmer, uncovered, 2 hours. Strain mixture, reserving greens and liquid. Set each aside.
Melt shortening in a large Dutch oven; add flour, stirring until well blended. Cook over medium heat, stirring constantly, 30 minutes or until roux is the color of a copper penny. Stir in onion, ham, and sausage; cook 5 minutes. Add reserved greens; cook 5 minutes, stirring constantly. Stir in reserved liquid and remaining ingredients, except rice. Simmer, uncovered, 1 hour. Remove and discard bay leaves.
Serve gumbo over hot cooked rice in individual bowls.