1. In a large pot, heat the oil over medium heat. Gradually whisk in the flour to make a roux. Cook, stirring constantly, until the roux is a dark brown color, about 15-20 minutes.
2. Add the onion, bell pepper, celery, and garlic to the roux. Cook, stirring often, until the vegetables are tender, about 10 minutes.
3. Stir in the sausage and cook for another 5 minutes.
4. Gradually whisk in the chicken broth until the mixture is smooth. Add the Cajun seasoning, Worcestershire sauce, bay leaves, salt, and pepper. Bring to a boil, then reduce the heat and simmer for 30 minutes.
5. Add the shrimp and cook until they are pink and cooked through, about 5 minutes.
6. Remove the bay leaves. Serve the gumbo over cooked white rice and garnish with green onions and parsley.