In a large Dutch oven or heavy-bottomed pot, combine the flour and oil over medium-low heat. Whisk continuously for 30-45 minutes, until the roux becomes a dark, milk chocolate color. Do not let it burn.

Immediately add the chopped onion, bell pepper, and celery (the Holy Trinity) to the hot roux. Stir constantly for 5-7 minutes, until the vegetables soften. This also helps cool down the roux to prevent burning. Add the minced garlic and cook for another minute until fragrant.

Gradually pour in the warm chicken broth while whisking constantly to prevent lumps. Add the sliced andouille sausage, Cajun seasoning, thyme, black pepper, and bay leaves. Bring the mixture to a low boil, then reduce the heat to low, cover, and let it simmer for at least 60 minutes, stirring occasionally.

Stir in the frozen okra and cook for another 15 minutes. Add the peeled and deveined shrimp to the pot and cook for 3-5 minutes, just until they turn pink and opaque. Do not overcook the shrimp. Remove the bay leaves.

Taste the gumbo and adjust seasonings if necessary. Serve hot over a scoop of white rice and garnish with fresh parsley or green onions.