Heat the olive oil or vegan butter in a Dutch oven over medium heat. Whisk in the flour until smooth.
Cook the roux, stirring constantly, for 20 to 30 minutes until it reaches a deep milk chocolate color. Be patient and keep stirring to prevent burning, as the roux provides the signature flavor of gumbo.
Add the onion, bell pepper, and celery to the pot. Cook for about 6 minutes until softened.
Stir in the garlic and mushrooms. Cook for another 5 minutes until the mushrooms release their moisture.
Mix in the tomato paste, Cajun seasoning, smoked paprika, thyme, oregano, and bay leaves. Cook for 1 minute until fragrant.
Pour in the diced tomatoes and vegetable broth, stirring well to combine with the roux.
Add the okra, kidney beans, vegan sausage, tamari, and hot sauce if using.
Bring the gumbo to a gentle boil, then reduce the heat to low. Cover and simmer for 35 to 40 minutes, stirring occasionally, until the vegetables are tender and the broth has thickened. The okra naturally helps thicken the stew.
Remove the bay leaves and season with salt and black pepper to taste.
Serve the gumbo over warm cooked rice and garnish with sliced green onions, parsley, and extra hot sauce if desired.