Cut sausage into 1/2-inch slices; set aside.
Combine flour and oil in a 4 quart heavy saucepan; mixing until smooth. Cook and stir over medium-high heat 3 minutes. Reduce heat to medium; cook and stir 6-8 minutes or until roux is a dark reddish brown.
Stir in onion, bell peppers, celery, okra and garlic; cook and stir 8-10 minutes or until vegetables are tender. Stir in Cajun seasoning.
Stir in chicken broth; bring to a boil. Cook and stir for 1 minute. Reduce heat to low; stir in sausage, pepper sauce, black pepper and salt to taste. Simmer, covered 15 minutes. Remove cover.
Bring to a boil; add shrimp and cook 3 minutes or until shrimp turn pink.
Ladle gumbo into bowls with rice.
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