1-In a large 6-quart pot over medium-low: In a large 6-quart pot over medium-low heat, melt butter. Once melted, add flour and whisk together until smooth. Continue cooking, whisking constantly until the roux is a deep brown color (about 30-40 minutes). Be careful not to let it burn.
2-Remove from heat: Remove from heat. Continue whisking until the mixture is cooled slightly. Set aside.
3-While the roux is cooling, add the: While the roux is cooling, add the chopped celery, onion, pepper, and garlic to the bowl of a food processor. Process until finely chopped.
4-Add the vegetable mixture to the roux: Add the vegetable mixture to the roux and stir to combine. Place the pot over medium-low heat and continue to heat until vegetables are tender (8-12 minutes). Slowly whisk in broth and heat to boiling (15-20 minutes).
5-Reduce heat to low: Reduce heat to low. Add sausage, stewed tomatoes, tomato sauce, hot sauce, sugar, Cajun seasoning, and thyme. Stir to combine. Add bay leaves and simmer, uncovered for 45 minutes.
6-After simmering for 45 minutes, add 2: After simmering for 45 minutes, add 2 teaspoons of gumbo filé powder, stirring to combine. Continue to simmer for 15 more minutes.
7-Remove the bay leaves: Remove the bay leaves. Then, add shrimp and Worcestershire sauce. Continue to cook over low heat for 45-60 minutes to give the flavors ample time to meld.
8-Stir in the remaining gumbo filé powder: Stir in the remaining gumbo filé powder.
9-Serve over cooked white rice: Serve over cooked white rice.