In a large stock pot over medium heat, add 1 Tbsp of butter and the shrimp shells, stir and add the broth and the bay leaves, Bring to a simmer. Decrease the heat to low to keep hot.
In a cast iron skillet, over medium to medium-low heat, add the oil/butter and then gradually add the flour, stirring constantly with a wooden spoon, until you have a beige paste. Reduce heat and continue cooking and stirring constantly until the roux is dark chocolate brown and thickened, about 30 minutes, adjusting the temperature up and down as needed.(The timing will vary depending on your stove as well as the pan you are using; the most important thing is to not let any portion of the roux scorch, and to stir constantly until you've reached the desired color. If it burns, throw it out and start over! Turn off heat and stir in tomato paste. Transfer to stock pot.
Add water to thin roux, stir. Bring to a boil
Add chicken, onions, bell pepper, garlic, parsley, seasonings and stir. Cover and cook on medium to medium-low for 45 minutes to 1.5 hours or until the chicken is falling off the bone.
Stream sausage and add for the last 15 minutes of cooking the chicken. Make sure to add any juices from steaming. Continue to simmer gumbo.
Add broth. Taste and adjust seasonings. If the gumbo is too thick, add more stock or water, 1/4 cup at a time until desired consistency. Add dried shrimp. Stir. Continue to simmer
About 10 minutes before serving, add crab legs and shrimp and cook until pink and cooked through, 5 to 10 minutes
Scoop some cooked rice into bowls and ladle the gumbo on top. Sprinkle with the parsley and serve with hot sauce on the side.