Heat oil in a large stockpot over medium heat; gradually whisk in flour, and cook, whisking constantly, until flour is a dark mahogany (about 30 minutes).
Stir in chicken broth and next 6 ingredients; bring to a boil. Reduce heat, and simmer, stirring occasionally, 3 hours.
Peel shrimp, and devein, if desired. Add shrimp to broth mixture; cook, stirring often, 15 minutes or just until shrimp turn pink. Stir in crabmeat and parsley. Remove from heat; stir in filé powder, if desired. Serve over hot cooked rice.