In a medium saucepan, combine the reserved shrimp shells and tails with 1 quart of water. Bring to a boil, then reduce heat and simmer for 20 minutes. Strain and discard the shells. Combine the shrimp stock with the clam juice and 1 quart of cold water. Set aside.

In a large Dutch oven, heat ½ cup vegetable oil over medium heat. Add the flour and stir continuously with a wooden spoon until the mixture becomes a deep brown color and develops a toasted aroma, approximately 20 minutes.

Add the onions, bell pepper, celery, okra, garlic, thyme, cayenne pepper, bay leaves, salt, and pepper to the roux. Cook over medium heat, stirring occasionally, until the vegetables are tender, about 10–15 minutes.

Slowly add half of the prepared stock mixture, stirring vigorously to incorporate. Add the remaining stock, bring to a simmer, then reduce heat to medium-low. Simmer uncovered for 30 minutes, skimming the surface as needed.

While the gumbo simmers, heat a large skillet over medium-high heat. Add 1 tablespoon vegetable oil and sauté the sliced andouille sausage in a single layer until browned and crisp on both sides. Remove sausage and set aside.

Deglaze the skillet with ¼ cup water, scraping up any browned bits. Simmer for 2 minutes, then add this liquid to the gumbo.

Stir the sausage into the gumbo and simmer for an additional 30 minutes. Add the shrimp and cook until just opaque and cooked through, about 5 minutes.

Remove from heat and stir in the chopped parsley. Adjust seasoning with salt and pepper as needed.

Serve the gumbo in bowls over hot steamed brown rice and garnish with sliced scallions.