To make the roux, stir avocado oil and flour together in a large pot over medium-low heat with a flat end spoon. Stir constantly for 45 minutes, scraping the bottom as you go. Keep stirring to prevent the flour from burning.
Once the roux is medium-brown in color, add in okra, celery, and onions and stir.
Increase heat to medium and cook for 10 minutes, stirring occasionally.
Add in garlic and cook for another 2 minutes, stirring occasionally.
Add in tomato paste, crushed tomatoes, diced tomatoes, chicken broth, Worcestershire sauce, gumbo filé powder, Tabasco, bay leaves, pepper, salt, cayenne, and sausage. Stir to mix.
Bring to a boil, then reduce to low and let simmer for at least 45 minutes.