1. In a large pot, heat the oil over medium heat. Add the flour and stir constantly to make a roux, cooking until it turns a dark brown color.
2. Add the onions, celery, and bell pepper to the roux and cook until softened.
3. Stir in the garlic and cook for another minute.
4. Slowly add the chicken broth, stirring constantly to avoid lumps.
5. Add the sausage, okra, Cajun seasoning, salt, and pepper. Bring to a boil, then reduce heat and simmer for 45 minutes.
6. Add the shrimp and cook until they turn pink, about 5-7 minutes.
7. Serve the gumbo over cooked rice.