In a saucepan combine the butter and liquid smoke over medium heat to melt the butter, then gradually whisk in the flour. cook, whisking constantly, until the roux turns light chocolate brown, 10 to 15 minutes. Depending on your stove and pan, roux can take a bit longer, so watch the color carefully. Transfer the roux to a 6-7 quart slow cooker.
Add the onion, bell pepper, celery, and garlic to the slow cooker and toss together. Arrange the chicken on top. Sprinkle with the Texas Heat Rub and file` powder. Add the chicken broth, cover and cook on low for 3 hours.
Add the sausage, then recover and continue to cook on slow for another 3 hours.
Transfer the chicken to a cutting board. When cool enough to handle, shred the meat (discard the bones). Return the meat to the slow cooker and add the shrimp. cover the slow cooker and cook on low until the shrimp turns pink, 8 to 10 minutes.
Ladle the gumbo over rice, top with scallions, and serve wit hot sauce on the side.