Make the roux: Whisk together flour and oil in a large, heavy saucepan over medium-low heat until smooth.
Cook roux, whisking constantly, until it turns a rich mahogany brown color. This can take 20 to 30 minutes; watch heat carefully and whisk constantly or roux will burn. Remove from heat; continue whisking until mixture stops cooking.
Place celery, onion, green bell pepper, and garlic into the work bowl of a food processor, and pulse until all vegetables are very finely chopped.
Stir vegetables into the roux, and mix in sausage.
Bring mixture to a simmer over medium-low heat, and cook until vegetables are tender, 10 to 15 minutes. Remove from heat and set aside.
Boil the stock in a large Dutch oven or soup pot at medium-high heat.
Whisk roux mixture into the boiling broth.
Reduce heat to a simmer and mix in sugar, salt, hot pepper sauce, Cajun seasoning, bay leaves, thyme, stewed tomatoes, and tomato sauce.
Simmer soup over low heat for 1 hour; mix in half of filé gumbo powder at the 45-minute mark.
In a separate pan, heat 2 tbsp oil or bacon fat on medium heat, add the okra and vinegar and cooko for 15 minutes.
Remove the okra with a slotted spoon and stir into the simmering gumbo.
Mix in crabmeat, shrimp, and Worcestershire sauce, and simmer until flavors have blended, 45 more minutes.
Stir in remaining filé powder just before serving.