To thicken there is a lot of ways. You can add okra, add more roux.
Most chefs will bake off a roux seperate for gumbo and then add it to the ingredients boiling in water during the cooling process. Just never similars. Roux to water or water to roux must always be opposites as hot to cold or cold to hot. Hot to hot breaks the roux and gives a grainy taste, and I guess cold to cold can't work for obvious reasons...LOL
So just pull out a cast iron skillet, make a roux let it cool and then stir it into the hot gumbo. Remember a roux has not reached it full thickening capacity until its reached its boiling point.
If you go with okra, slide in a little tomato also. The two just go together, like peas and carrots. Then add a small pinch of sugar to offset the tomatoes acid. Not even a 1/2 teaspoon , a for real pinch.
Last but definately not least, don't burn your tongue silly! LOL