Extra roux, okra, filé, or a spoonful of cornstarch
Any of the traditional thickeners — extra roux, okra (including steaming it in the hot roux first to cut slime), gumbo filé, or cornstarch — reliably thickens the gumbo to good body (5.5-9/10); the specific thickener matters less than using enough of it. Two failure modes stand out: doubling the roux with margarine at the stated 3/4-cup-fat-to-1-cup-flour ratio broke the gravy (1/10), and rice flour plus xanthan gum failed to thicken properly (2/10).
Nine cooks, landing between 5.5 and 9 out of 10, across four completely different substances. That breadth is the finding: this is not a dish with one correct thickener that you either used properly or did not. It is a dish with three independent systems, and a fourth borrowed from the store cupboard, all of which reach the same place.
Substituting cornstarch (about 2 Tbsp) for file powder when unavailable reliably reaches good sauce body (7-8/10).
2 cooks report this
What to do: filé is the fastest if you have it — off the heat, and do not let the pot boil afterwards. Cornstarch slurried into cold water is the one everybody already owns. Okra needs longer, so it is tomorrow's answer rather than tonight's.