Heat the vegetable oil in a large heavy-bottomed pot or Dutch oven over medium heat. Gradually whisk in the flour to begin making the roux.
Stir the roux constantly for 25 to 35 minutes until it reaches a deep, dark chocolate brown color.
Add the diced onion, bell pepper, and celery to the dark roux. Cook for 5 minutes until the vegetables soften.
Stir in the minced garlic and cook for an additional 1 minute until fragrant.
Slowly pour in the chicken broth while whisking continuously to prevent lumps from forming.
Stir in the diced tomatoes with their juices, sliced smoked beef sausage, sliced okra, Creole seasoning, smoked paprika, and bay leaves. Bring to a gentle boil.
Reduce the heat to low, cover, and simmer the gumbo for 45 to 60 minutes to allow the flavors to deepen and meld.
Uncover the pot and gently stir in the peeled shrimp. Simmer for 5 to 7 minutes until the shrimp turn pink and are fully cooked.
Remove the pot from the heat. Discard the bay leaves and stir in the fresh chopped parsley.
Ladle the hot gumbo over cooked white rice and serve immediately.