Heat olive oil in a large Dutch oven or heavy pot over medium heat. Add onion, bell pepper, celery, and garlic. Sauté for about 5 minutes until vegetables soften and start to release their aroma.
Add sliced sausage and chicken pieces. Cook for 4–5 minutes, stirring occasionally, until sausage browns slightly and chicken starts sealing.
Stir in the okra, Cajun seasoning, smoked paprika, thyme, cayenne (if using), salt, and black pepper. Cook for 1–2 minutes to bloom the spices and let the okra soften slightly.
Pour in chicken broth and diced tomatoes (with their liquid). Stir to combine and bring to a gentle boil.
Lower heat to simmer. Cover and let cook for 10 minutes — this allows flavors to meld and chicken to cook through.
Add cauliflower rice and shrimp. Stir gently, then simmer uncovered for 5–7 minutes until shrimp turn pink and opaque and cauliflower rice softens.
If using file powder, sprinkle it over the gumbo, stir gently until it thickens slightly and the stew becomes hearty in texture.
Squeeze lemon juice over the gumbo and stir. Taste and adjust seasoning (salt, pepper, or Cajun seasoning) as needed.
Ladle into bowls, garnish with chopped parsley or green onion, and serve hot. Enjoy with a side of cauliflower rice or on its own for a cozy, protein-rich meal.