Place the reserved shrimp shells and tails in a medium saucepan with 1 quart of water.
Bring the water to a boil.
Reduce the heat, cover the pan, and simmer for 20 minutes.
Remove the saucepan from the heat.
Strain the broth and discard the shrimp shells and tails.
Add the clam juice and 1 c cold water to the shrimp broth.
Set the stock mixture aside.
In a Dutch oven, heat 1/2 c vegetable oil over medium-high heat.
Add the flour to the hot oil.
Using a wooden spoon, stir continuously until the roux turns a deep brown color.
Add the chopped onions, red bell pepper, celery, okra, garlic, fresh thyme, cayenne pepper, salt, and black pepper.
Cook over medium heat, stirring frequently, until the vegetables are tender.
Add half of the prepared stock mixture slowly while stirring vigorously.
Once fully incorporated, add the remaining stock mixture.
Add the bay leaves.
Bring the gumbo to a simmer.
Skim off any excess fat that rises to the surface.
Meanwhile, heat a sauté pan over medium-high heat for 2 minutes.
Add the remaining 1 tbsp vegetable oil.
Place the sliced andouille sausage in the pan in a single layer.
Brown the sausage on both sides.
Remove the sausage from the pan and set aside.
Add 1/2 c water to the same sauté pan.
Scrape the bottom of the pan to loosen the browned bits.
Simmer for 2 minutes.
Add the pan juices to the simmering gumbo.
Add the browned sausage to the Dutch oven.
Simmer for 30 minutes, stirring occasionally.
Add the peeled and deveined shrimp.
Cook for 5 minutes, or until the shrimp are pink, opaque, and fully cooked.
Remove the gumbo from the heat.
Remove and discard the bay leaves.
Stir in the chopped fresh parsley.
Serve the gumbo over steamed brown rice.
Top each serving with chopped scallions.
Serve hot.