Heat oil in heavy 13-quart pot over medium-high heat until very hot and almost smoking. Add flour and stir constantly until mixture is dark reddish brown, about 5 minutes. Add chopped onions, chopped bell peppers, and chopped celery and cook until onions are soft and brown, stirring frequently, about 20 minutes. Add garlic and cayenne and stir 2 minutes. Add wine, thyme, and bay leaves; bring to boil, stirring occasionally. Add tomatoes with juice, clam juice, broth, sausage, and chicken; simmer until chicken is cooked through, about 15 minutes. Add okra and simmer until tender, about 10 minutes. Do ahead Gumbo base can be made 2 days ahead. Cool slightly. Chill uncovered until cold, then cover and keep chilled. Bring base to simmer before continuing. Add shrimp to pot and cook shrimp until just opaque in center, stirring often, about 5 minutes. Season gumbo to taste with salt and pepper. Garnish with minced parsley and serve with steamed rice alongside.