Ingredients:

1 tablespoon vegetable oil
2 pounds medium shrimp, shelled and deveined, shells reserved
2 pounds chicken wings
Salt and freshly ground pepper
2 tablespoons tomato paste
4 quarts chicken stock or low-sodium broth
3 bay leaves
6 whole chicken legs
2/3 cup vegetable oil
1 cup all-purpose flour
8 large cloves garlic cloves, finely chopped
6 large scallions, white and green parts thinly sliced separately
4 medium celery ribs, cut into 1/2-inch dice
2 large Spanish onions, coarsely chopped
2 medium green peppers, cut into 1/2-inch dice
1 pound andouille sausage, half finely chopped, half sliced into 1/4-inch rounds
2 teaspoons dried thyme
1 teaspoon cayenne pepper
1 pound okra, stems trimmed, cut into 1/2-inch rounds
3 tablespoons file powder (see Note)

Method:

In a large, heavy stockpot, heat 1 tablespoon of the vegetable oil. Add the reserved shrimp shells and chicken wings, season with salt and pepper and cook over moderately high heat, stirring occasionally, until the chicken wings are browned, about 10 minutes. Add 1 tablespoon of the tomato paste and cook, stirring, until glossy, about 2 minutes. Slowly pour in the stock, stirring with a wooden spoon to release any browned bits on the bottom of the pot. Add the bay leaves and bring to a boil. Skim the surface of the stock, reduce the heat to low and simmer for 1 1/2 hours, skimming occasionally.

Add the chicken legs to the stock and simmer until they are cooked through, about 40 minutes. Strain the stock into a heatproof bowl and transfer the chicken legs to a large plate. When the legs are cool enough to handle, remove the meat and discard the skin and bones. Tear the meat into 2-inch pieces and set aside. Skim the fat from the surface of the stock and reserve the stock.

In a large enameled cast-iron casserole, stir the remaining 2/3 cup of vegetable oil with the flour until smooth. Cook the oil and flour over moderately low heat, stirring constantly, until a deep brown roux forms, about 25 minutes. Add the garlic, scallion whites, celery, onions, green peppers and finely chopped andouille sausage. Cook over low heat, stirring occasionally, until the vegetables soften, about 15 minutes. Add the thyme, cayenne, 1 teaspoon of salt and 1/4 teaspoon of pepper and cook, stirring, for 2 minutes. Add the remaining 1 tablespoon of tomato paste and cook, stirring, for 1 minute. Gradually whisk in the reserved stock. Simmer over low heat for 1 hour, skimming occasionally.

Add the okra and simmer until just tender, about 8 minutes. Add the reserved shredded chicken and the andouille rounds and simmer for 10 minutes. Season the gumbo with salt and pepper. Add the shrimp and simmer for 1 minute. Turn off the heat and let the gumbo stand for a few minutes. Stir in the file powder and scallion greens and serve hot.