Melt the butter in a large skillet over medium heat. Add the garlic, onion, bell pepper, celery and okra; cook and stir until golden brown. Remove from the skillet, and set aside.
Brown the sausage in the skillet over medium heat. Remove from the pan to drain on paper towels. Drain the sausage fat from the skillet, and pour in the vegetable oil to heat. Place the chicken in the skillet, and cook for about 20 minutes, turning frequently. Remove chicken from the pan, and place on paper towels to drain, leaving the oil in the pan.
Reduce the heat to low, and stir in the flour. Cook, stirring constantly, until the roux reaches a deep brown color. This should take about 30 minutes.
Stir 2 cups of water into the roux, and add the onion, garlic and peppers. Set the heat to medium, and bring to a boil. Stir in the chicken broth, and simmer over low heat. Cut the chicken into cubes, and add to the broth along with the sausage. Simmer for about 1 hour.
Meanwhile, combine rice and 2 cups of water in a saucepan. Bring to a boil, then reduce heat to low, and simmer for 20 minutes, or until rice is tender.
Add the shrimp to the gumbo, and season with thyme, parsley, salt, cayenne pepper, and hot pepper sauce. Cook for another 20 minutes. Remove from the heat, and stir in the file powder.