Make the Roux: In a large pot, heat the oil over medium heat. Gradually whisk in the flour until smooth. Cook, stirring constantly, until the roux is a dark caramel color, about 15 minutes.
Sauté Vegetables: Add onions, bell pepper, celery, and garlic to the roux. Cook until vegetables are soft, about 5 minutes.
Add the Sausage and Liquids: Stir in the sliced sausage, followed by the chicken broth. Bring to a simmer.
Season and Simmer: Add Cajun seasoning, smoked paprika, thyme, and bay leaves. Season with salt and pepper. Let simmer for 25 minutes.
Add Seafood: Stir in the shrimp and crabmeat. Cook until the shrimp are pink and cooked through, about 5 minutes.
Finish with File: Remove from heat and stir in the file powder, green onions, and parsley.