Thaw shrimp, if frozen. Rinse shrimp and pat dry; set aside.
In a saucepan cook okra in the 2 tablespoons oil and the sugar about 5 minutes or until almost tender. Remove from heat. Stir in vinegar and set aside.
For roux, in a heavy 4-quart Dutch oven stir together flour and the 1/3 cup oil until smooth. Cook over medium-high heat for 5 minutes, stirring constntly with a long-handled wooden spoon. Reduce heat to medium. Cook and stir constantly 10 to 15 minutes more or until roux is a dark reddish-brown. Stir in onion, celery, green pepper, garlic, crushed red pepper, paprika, thyme, black pepper, and ground red pepper (or Cajun seasoning, if using). Cook and stir over medium heat about 5 minutes or until vegetables are tender.
Gradually stir broth into roux mixture. Stir in tomato paste and bay leaf. Bring mixture to boiling. Add shrimp. Cook 2 minutes or until shrimp turn opaque. Stir in sausage; turkey; crabmeat, if using; cooked okra; peanut butter; and file powder. Heat through. Discard bay leaf. Season to taste with salt and pepper. Serve over hot cooked rice. Pass hot pepper sauce. Garnish with fresh marjoram sprigs, if desired. Makes 10 servings.
For convenience, use 1-1/2 teaspoons Cajun seasoning in place of the crushed red pepper, paprika, thyme, black pepper, and ground red pepper.