Make the Roux:Heat oil in a large heavy-bottomed pot or Dutch oven over medium heat. Whisk in flour gradually, stirring constantly until the roux turns a rich chocolate brown color (15–20 minutes). Be careful not to burn.
Add Vegetables:Stir diced onion, bell pepper, celery, and garlic into the roux, cooking until vegetables are tender, about 5 minutes.
Add Sausage and Seasonings:Add smoked sausage slices, diced tomatoes (with juices), chicken broth, seafood stock, Creole seasoning, and bay leaf. Bring to a boil, then reduce heat and simmer gently uncovered for 40–45 minutes, stirring occasionally.
Add Shrimp:Stir shrimp into the gumbo during the final 10 minutes of cooking. Cook until shrimp turn pink and opaque. Season to taste with salt and pepper.
Serve:Discard bay leaf. Serve hot over cooked white rice, garnished generously with sliced green onions and fresh parsley