Preheat oven to 350 degrees F. Place rack at bottom of oven. Add flour to an 7-8 quart heavy Dutch oven and place in oven for 10 minutes, stirring half-way through. Remove to stove top and stir in the oil until smooth. Cover, return pot to oven, and cook until the mixture is peanut butter colored—35-45 minutes. Remove pot from oven and whisk well.
With the pot over medium flame, tip in the onions and let cook 2 minutes. Stir in the bell pepper and celery; cook about 10 minutes or until softened. Stir in remaining tablespoon of flour; garlic; half a teaspoon each salt and pepper; the 1/8 teaspoon cayenne, 1/2 teaspoon paprika, 2 teaspoons thyme, 1 teaspoon marjoram and the 2 bay leaves. Cook two minutes more and stir in the drained tomatoes, cooking one more minute. Stir in the broth and fish sauce, whisking if necessary to make the mixture smooth. Bring to a boil.
While the stew comes to a boil, sprinkle the chicken with salt and pepper and place evenly around the pot. Cover and reduce to simmer for 45 minutes or until chicken is done through. Remove chicken to a cutting board and when cool enough to handle, bone, skin, and shred chicken. Discard bones and skin. Add the shredded chicken back into the pan with the sausage and return to a simmer. Taste and adjust seasonings.
Stir in the frozen okra and let simmer 6 minutes or so; add frozen shrimp. Continue to simmer until okra is just barely tender (do not over cook) and shrimp are cooked through and pink. Taste and season one last time, if needed, with salt, pepper, and cayenne. Serve hot in a shallow bowls with a scoop of rice, sprinkled with file powder and garnished with chopped scallions and parsley. Pass the Tabasco at the table.