In a large pot over medium heat, whisk the oil and flour together. Stir consistently for 20 minutes until the roux reaches a deep caramel color.
Add the diced onion, green bell pepper, and celery to the pot. Sauté until the veggies soften, then add minced garlic and cook until fragrant.
Introduce the sausage, cajun seasoning, salt, and cayenne. Stir in chicken broth, water, diced tomatoes, coconut aminos, and bay leaves. Bring to a low boil and simmer for just under an hour.
Once the simmering time is up, add the shrimp and okra to the pot. Continue cooking until the shrimp are pink and opaque.
Remove bay leaves, then ladle the gumbo into bowls over rice. Garnish with green onions.
Notes
Keep your attention on the roux to achieve a deep caramel color without burning.
Adjust the cayenne based on your spice preference.