Prepare the stock by adding shrimp shells and tails to 1 quart of water in a medium saucepan. Bring to a boil, then reduce to a simmer, covered, for 20 minutes. Strain and discard solids. Add clam juice and 1 cup cold water. Set aside.
In a Dutch oven, heat vegetable oil over medium-high heat. Gradually whisk in flour to create a roux. Stir continuously with a wooden spoon until the roux develops a rich brown color.
Add the onions, bell pepper, celery, okra, garlic, thyme, and cayenne pepper. Season lightly with salt and black pepper. Cook on medium heat, stirring frequently, until vegetables are tender.
Slowly add half of the reserved stock while stirring vigorously. Add the remaining stock and bring the mixture to a gentle simmer. Skim off excess fat from the surface.
In a separate sauté pan, heat 1 tablespoon oil over medium-high heat. Add sliced sausage in a single layer and sear until browned on both sides. Remove sausage and deglaze the pan with ½ cup water, scraping the browned bits. Simmer for 2 minutes.
Add the sausage juices to the gumbo, followed by the sausage itself. Simmer gently for 30 minutes to allow flavors to meld.
Add shrimp and cook for 5 minutes, or until just pink and firm. Remove from heat. Stir in fresh parsley and garnish with scallions.
Serve hot over steamed brown rice.
Notes
To prepare this dish gluten free, substitute a gluten-free flour blend when making the roux. Ensure that the sausage and clam juice used are certified gluten free. All other ingredients are naturally gluten free.