In a large pot (preferably Dutch oven), heat oil over medium-high heat and slowly whisk in flour. Cook and whisking constantly until a brown roux forms, about 40 minutes.
Carefully add onion, bell pepper, celery, poblano, chili powder, paprika, cayenne pepper, salt, and both peppers. Stir until all is mixed together and heated through, about 2 minutes.
Transfer mixture to a stockpot or large Dutch oven. Stir in tomatoes, Worcestershire sauce, hot sauce, and shellfish stock. Stir to combine.
Simmer for 30 minutes.
Add in the shrimp and simmer for 45 minutes. Skim oil as it forms small puddles on the surface.
Meanwhile, heat 2 tbsp of vegetable oil in a large skillet over medium-high heat. Add the okra and cook until slightly browned and some of the 'slime' is gone. Set aside.
Add the cooked okra to the gumbo mixture and simmer for another 15 minutes.
Serve with hot cooked rice and garnish with scallions.
