Make the roux: In a large saucepan, whisk together ¼ cup olive oil and flour over medium-high heat. Stir constantly until it turns a deep brown, about 15–20 minutes.
Add broth: Remove from the heat and slowly whisk in vegetable broth until smooth. Bring back to a boil, cook until slightly thickened, then cover and set aside.
Cook the trinity: In a Dutch oven, heat 2 tbsp olive oil. Sauté onion, celery, and bell pepper until softened, about 5 minutes.
Add seasoning: Stir in garlic and Cajun spice mix, cooking 1 minute until fragrant.
Combine base: Add fire-roasted tomatoes, the reserved roux mixture, and bay leaves. Bring to a boil, then reduce to low and simmer 30 minutes.
Add okra: Stir in sliced okra. Simmer another 10 minutes.
Finish with protein: Add shrimp and sausage. Cook until shrimp are pink and sausage is heated through, about 5 minutes.
Final touch: Remove from heat, stir in filé powder, and garnish with green onion before serving.