Pat the chicken thighs dry with paper towels. In a small bowl, mix 1 teaspoon Cajun seasoning, 1/4 teaspoon black pepper, and a pinch of salt, then rub evenly over all sides of the chicken.
Heat 1 tablespoon of oil in a large heavy skillet over medium-high heat, then sear the chicken thighs skin-side down for 4 to 5 minutes until deep golden brown, flip and sear 3 more minutes, then transfer to the slow cooker. Brown the andouille sausage slices in the same skillet for 2 to 3 minutes per side, then transfer to the slow cooker.
Reduce heat to medium-low, add the butter to the drippings in the skillet, then stir in the flour to form a paste and stir constantly for 15 to 20 minutes until the roux reaches a deep chocolate brown color and smells nutty. Remove from heat immediately if it smells burnt or shows black specks.
Return the pan to medium heat, add the diced onion, celery, and bell pepper to the roux and cook for 5 to 7 minutes until softened, then add the minced garlic and cook 1 more minute until fragrant.
Slowly ladle in the chicken broth one cup at a time, stirring vigorously after each addition to prevent lumps, then add the water, diced tomatoes, Worcestershire sauce, remaining Cajun seasoning, thyme, oregano, smoked paprika, remaining black pepper, cayenne, and bay leaves and stir to combine.
Pour the entire roux and broth mixture over the browned chicken and sausage in the slow cooker, scraping every bit from the pan, then stir gently to distribute and place the lid on.
Cook on LOW for 6 to 8 hours (preferred) or HIGH for 3 to 4 hours. About 30 minutes before the end of cooking, stir in the okra and replace the lid to finish.
Remove the chicken thighs to a large bowl, discard the skin and bones, shred the meat with two forks, then return the shredded chicken to the slow cooker and stir to combine. Remove and discard the bay leaves.
Taste the gumbo and adjust salt, Cajun seasoning, and cayenne to your preference. For extra thickening, stir in filé powder in 1/4 teaspoon increments, waiting one minute between additions.
Place a scoop of cooked white rice in the center of each bowl, ladle the hot gumbo over and around the rice, and garnish with sliced green onions and fresh parsley. Offer filé powder and hot sauce at the table.