How to Make It
Place sausage in a large Dutch oven over medium; cook, stirring often, until browned on both sides, about 15 minutes. Using a slotted spoon, remove sausage to drain on paper towels; reserve drippings in pan.
Add butter to hot drippings in Dutch oven, stirring until melted. Gradually whisk in all-purpose flour, and cook, whisking constantly, until mixture is caramel colored, 20 to 30 minutes.
Add onions, bell pepper, celery, and garlic, and cook, stirring often, until vegetables are very tender, 15 to 18 minutes. Gradually stir in broth. Stir in sausage, okra, tomatoes, bay leaves, salt, Worcestershire sauce, hot sauce, thyme, and pepper.
Increase heat to medium-high, and bring mixture to a boil. Reduce heat to low, and simmer, partially covered, stirring occasionally, about 3 hours. Remove and discard bay leaves. Stir in shrimp, and cook until shrimp turn pink, about 5 minutes. Stir in parsley, and remove from heat. Serve gumbo over hot cooked rice. Garnish with sliced scallions and filé powder, if desired.