Gumbo uses a dark roux, which is different from a regular roux. It's more liquidy and very dark. On medium, heat the oil in the large pot and melt in the butter. Whisk in the flour til smooth and fully combined. Turn the heat to medium-low and let the roux cook 30-40 minutes, whisking every two minutes. It will turn a dark chocolate brown.
In a separate pan heat some vegetable oil on high then add the okra and lemon juice and fry on medium for 8 minutes til not as slimey. Drain and set aside.
Add the peppers, onions and celery and creole seasoning to the roux. Stir to combine, cover and simmer for 8-10 minutes til vegetables are soft.
Add the chicken stock, bay leaves, thyme sprigs, chicken and sausage. Stir til the roux and stock have combined and smoothed out. Cover and cook on medium-low for 90 minutes, stirring and tasting every 30 minutes.
With 30 minutes left stir in the shrimp and okra. Cover and cook the last 30 minutes
Serve over rice