Add the oil to a large, heavy-bottomed pot and bring it up to medium heat. Add flour and whisk constantly to avoid burning. Cook, stirring constantly until the mixture becomes a caramel color, about 10 to 12 minutes.
Add sausage, peppers, celery, onion and garlic to the pot. Cook until tender, about 6 minutes, stirring occasionally to avoid sticking.
Add broth, tomatoes Cajun seasoning, cayenne pepper and bay leaves and bring to a simmer. Cover and cook for 15 to 20 minutes.
Add shrimp and gumbo file, and continue to simmer for 10 to 15 minutes until shrimp is cooked and gumbo thickens. Remove and discard the bay leaves. Serve over rice topped with green onions.
This nutritional information refers to each serving of the entire recipe and not just the products used as ingredients.