Heat the vegetable oil in a large Dutch oven over medium heat. Whisk in the flour and cook, stirring constantly, until the roux turns a deep peanut butter to milk chocolate color. This can take 20–30 minutes, so don’t rush it. The roux is the foundation of gumbo flavor.
Add the sausage and cook for 2–3 minutes.
Stir in the onion, green bell pepper, red bell pepper, and celery. Cook for 5–6 minutes until softened.
Add the garlic and tomato paste and cook for 1 minute.
Stir in the Cajun seasoning, paprika, thyme, bay leaves, Worcestershire sauce, seafood stock, and chicken broth.
Bring to a gentle boil, then reduce the heat and simmer uncovered for about 45 minutes, stirring occasionally.
Add the okra and continue simmering for 15 minutes.
Stir in the shrimp and crab meat. Cook for 5–7 minutes, or until the shrimp are pink and cooked through. Seafood is traditionally added near the end so it stays tender.
Remove the bay leaves and stir in the parsley and green onions.
Taste and adjust seasoning with salt and pepper as needed.
Serve over warm white rice with hot sauce on the side if desired.