Set a cast iron skillet over medium heat and add the oil. Once it shimmers, whisk in the flour until smooth with no dry lumps.
Stir the roux constantly with a wooden spoon for 15 to 20 minutes as it moves from blond to peanut butter to the color of milk chocolate. If black specks appear, it has burned and you must start over.
Add the diced onion, bell pepper, and celery directly to the finished roux. Stir to coat and cook for 5 to 6 minutes until the onion turns translucent and softens.
Stir in the minced garlic and cook for 1 more minute until fragrant. Scrape the entire mixture into the slow cooker.
Return the skillet to medium heat without wiping it out. Add the sliced andouille in a single layer and sear for 3 to 4 minutes, turning once, until the edges brown and render some fat.
Transfer the sausage to the slow cooker, scraping in any browned bits from the pan.
Lay the chicken thighs on top of the sausage and vegetables. Pour in the chicken stock and add the Cajun seasoning, smoked paprika, dried thyme, and bay leaves.
Stir in the Worcestershire sauce and gently stir until the roux dissolves into the liquid with no thick clumps clinging to the bottom.
Cover and cook on LOW for 6 hours, or on HIGH for 3 to 3 1/2 hours. Resist lifting the lid, since each peek releases heat and adds cooking time.
Remove the chicken thighs to a plate and shred them with two forks. Return the shredded chicken to the pot.
Stir in the sliced okra if using. Cover and cook on HIGH for a final 30 to 45 minutes until the okra is tender and the gumbo thickens. Fish out and discard the bay leaves.
Turn off the heat and stir in the filé powder if using, adding it off the boil so it thickens smoothly. Taste and adjust with salt, black pepper, and Louisiana hot sauce.
Ladle the gumbo into bowls over a scoop of warm long-grain white rice. Garnish with sliced green onions and chopped parsley.