Make a roux by whisking flour and bacon drippings in a large, heavy saucepan over medium-low heat until smooth. Whisk constantly, cooking until it turns a rich, mahogany-brown color, 20-30 minutes. Watch heat carefully and whisk constantly to avoid burning. Remove from heat and whisk until completely cooked.
Pulse celery, onion, green bell pepper, and garlic in a food processor until finely chopped.
Stir vegetables into roux , then mix in andouille sausage. Simmer over medium-low heat, 10-15 minutes or until vegetables are tender.
Stir broth into roux and bring to a boil. Reduce heat to simmer. Mix in sugar, salt, hot sauce, Cajun seasoning, bay leaves, thyme, and diced tomatoes. Simmer over low heat for 45 minutes. Mix in 2 teaspoons filé powder.
In a skillet, melt 2 tablespoons of bacon drippings (or avocado oil) then add okra and vinegar. Cook over medium heat, 15 minutes. Remove okra with a slotted spoon and stir into simmering gumbo.
Add shrimp and worcestershire. Simmer an additional 45 minutes. Just before serving, stir in 2 more teaspoons of filé powder.