This authentic little recipe uses the king of all sausages, spicy andouille sausage, with shrimp and traditional gumbo fixings. Simmering the shrimp shells in the broth adds distinct flavor, but you can skip this step and start with peeled shrimp.
Peel shrimp, reserving shells, and devein, if desired. Set meat aside.
Combine shrimp shells and chicken broth in a large Dutch oven; bring to a boil. Reduce heat, and simmer, uncovered, 20 minutes. Pour mixture through a wire-mesh strainer into a bowl, discarding shells. Set broth aside, and keep warm.
Cook sausage in a Dutch oven over medium heat until browned. Remove sausage; set aside. Measure drippings, adding enough oil to measure 1/2 cup. Cook oil mixture and flour in Dutch oven over medium-low heat about 35 to 40 minutes, whisking constantly, until roux is chocolate colored.
Stir in onion and next 3 ingredients; cook 7 minutes or until vegetables are tender, stirring often. Gradually stir in warm broth; bring mixture to a boil. Stir in bay leaves and next 4 ingredients; reduce heat, and simmer, uncovered, 50 minutes, stirring occasionally.
Stir in shrimp, sausage, and green onions; cook 5 to 7 minutes or until shrimp turn pink. Discard bay leaves. Serve over hot rice.