Thaw crab and shrimp, if frozen. Remove crabmeat from shells, then cut crabmeat into bite-size pieces. Devein shrimp. Cut fish into 1-inch pieces. Cover and refrigerate the shellfish and fish until needed.
For gumbo, in a 5-quart heavy Dutch oven melt margarine. Stir in flour. Cook and stir over medium-low heat for 20 to 25 minutes or until a dark reddish brown roux is formed. Add onion, green pepper, and garlic. Then continue cooking and stirring over medium-low heat about 15 minutes or until the vegetables are very tender.
Gradually stir in chicken broth. Then stir in the undrained tomatoes, okra, thyme, pepper, and bay leaf. Bring to boiling, then reduce heat. Cover and simmer for 30 minutes.
Carefully add crab, shrimp, and fish. Return just to boiling, then reduce heat. Cover and simmer gently for 2 to 4 minutes or until shrimp turns pink and fish is done. Remove from heat. Stir in file powder.
To serve, remove bay leaf. Spoon the gumbo over the hot rice in individual soup bowls. Makes 8 servings.