Pat the chicken thighs dry, then season all sides with 1 tsp salt, 1/4 tsp black pepper, and 1 tsp Cajun seasoning. Heat 2 tbsp oil in the Dutch oven over medium-high heat and sear the chicken skin-side down for 4-5 minutes until deeply golden, then flip and sear 3 more minutes; transfer to a plate.
In the same pot over medium-high heat, cook the sliced andouille for 2-3 minutes until browned and some fat has rendered into the pot. Remove with a slotted spoon and set aside, leaving all the drippings in the pot.
Reduce heat to medium, add oil to the pot to total approximately 1 cup of fat combined with drippings, then add all the flour at once and stir constantly for 25-40 minutes until the roux reaches a deep milk-chocolate brown color. Never stop stirring and reduce heat immediately if you smell scorching.
Carefully add the diced onion, bell pepper, and celery to the hot roux and stir immediately to coat; cook over medium heat for 8-10 minutes until softened and translucent. Add the minced garlic and cook for 1-2 minutes more until fragrant.
Slowly pour in the chicken broth one cup at a time, stirring constantly after each addition until smooth and fully incorporated. Stir in the drained tomatoes, bay leaves, thyme, oregano, remaining Cajun seasoning, cayenne, remaining black pepper, and Worcestershire sauce.
Return the seared chicken thighs and any plate juices to the pot, nestling them into the liquid. Bring to a boil over medium-high heat, then reduce to low, partially cover, and simmer for 45 minutes to 1 hour until the chicken is very tender and falling off the bone.
Remove the cooked chicken thighs, let cool for 5-10 minutes, then discard the skin and bones and shred the meat into large pieces using two forks. Return the shredded chicken and the reserved andouille sausage to the pot and stir to combine.
Stir in the sliced okra and simmer uncovered over low heat for 20-30 minutes until the okra is tender and the gumbo has thickened. Taste and adjust seasoning with salt, cayenne, or extra Cajun seasoning, then remove and discard the bay leaves.
Remove the pot from heat and stir in the file powder if using — never add it while the gumbo is boiling. Ladle the hot gumbo over cooked white rice in deep bowls and garnish with sliced green onions and fresh parsley.