Prepare the Roux: In a sizable pot, warm the oil on medium heat. Whisk in the flour, stirring continuously, until the mixture turns a rich, dark brown color. This should take about 20 minutes.
Sauté the Vegetables: Add the chopped onions, bell pepper, celery, and garlic to the roux, and cook until they are soft, about 5 minutes.
Add the Sausage and Okra: Stir in the sausage and okra, and cook for another 5 minutes.
Pour in the Liquids: Gradually add the chicken broth to the pot, stirring constantly. Then, add the thyme, bay leaves, smoked paprika, and cayenne pepper.
Simmer: Reduce the heat to low and let the gumbo simmer for 45 minutes. Season with salt and black pepper.
Add Seafood: Stir in the shrimp and crab meat, and cook for an additional 10 minutes, or until the shrimp are pink and firm.
Finish with Herbs: Remove the bay leaves, and stir in the parsley and green onions just before serving.
Serve: Ladle the gumbo over cooked rice in bowls.