Heat the oil in a large dutch oven over medium-high heat. Once hot, add the flour - it will sizzle and spatter a bit - and whisk until smooth. Lower the heat to medium and continue stirring for about 15 minutes, until the roux is the color of milk chocolate.
Add the onion to the pot and continue stirring until the mixture is the color of dark chocolate.
Add the pepper, garlic and okra (if using fresh). Cook for about 3 minutes, then add the tomatoes and tomato sauce. Cook for about 20 minutes, stirring occasionally.
Add the stock, thyme, Worcestershire sauce, bay leaves, salt and pepper. Bring to a boil. (If using frozen okra, add it now and allow to thicken slightly before continuing.)
Add the uncooked shrimp, and simmer for about 10-12 minutes, just until the shrimp is mostly cooked. Add the crab and continue simmering until the shrimp is completely cooked and the crab is heated through.
Remove from heat and add the file (do not add while the gumbo is still simmering, or else it can become stringy). Remove bay leaves. Serve over cooked white rice.