Chop the bell peppers, onion, and celery into roughly 1-inch pieces, creating a colorful mixture that will soften and meld during cooking.
In a skillet over medium heat, melt the oil and whisk in the flour. Stir constantly to develop a dark roux, cooking for about 10-15 minutes until it turns a deep caramel color and smells nutty. Keep a close eye to avoid burning.
Transfer the roux to the slow cooker, then add the chopped vegetables, chicken thighs, sliced sausage, canned diced tomatoes with juice, and chicken broth. Stir well to combine all ingredients evenly.
Set the slow cooker on low and cook for 6-8 hours. During this time, the chicken becomes tender and falls apart, while flavors meld into a rich, smoky broth. Check occasionally to ensure there's enough liquid; add water if it reduces too much.
About 15 minutes before serving, remove the chicken thighs, shred the meat with two forks, then return it to the pot. Stir in a teaspoon of filé powder for herbal brightness, and taste to adjust seasoning if needed.
Let the gumbo rest for about 10 minutes uncovered; this helps it thicken slightly and allows the flavors to deepen. Serve hot with rice or crusty bread, garnished with chopped green onions or parsley if desired.