Lightly spoon flour into a dry measuring cup; level with a knife. Place flour on a jelly-roll pan. Bake at 350° for 1 hour and 15 minutes or until very brown, stirring every 15 minutes. Set aside.
Peel and devein shrimp; reserve shells. Pour 3 1/2 cups chicken broth into a large Dutch oven; bring to a boil. Add reserved shrimp shells; reduce heat, and simmer, uncovered, 15 minutes. Strain broth mixture through a sieve into a bowl; discard solids.
Coat pan with cooking spray. Add sausage and chicken; sauté 7 minutes. Add garlic; sauté 1 minute. Stir in tomato paste, vegetable gumbo mix, and strained broth.
Place browned flour in a bowl. Slowly add 1 1/2 cups chicken broth to flour; add to chicken and vegetable mixture, stirring with a whisk. Bring to a boil; reduce heat, and simmer, uncovered, 1 hour. Skim froth from top of gumbo as necessary.
Add salt and next 4 ingredients; simmer 20 minutes. Remove and discard bay leaf. Serve gumbo over rice; sprinkle with green onions.