Make a roux by whisking the flour and 3/4 cup bacon drippings together in a large, heavy saucepan over medium-low heat to form a smooth mixture. Cook the roux, whisking constantly, until it turns a rich mahogany brown color. This can take 20 to 30 minutes; watch heat carefully and whisk constantly or roux will burn. Remove from heat; continue whisking until mixture stops cooking.
Place the celery, onion, green bell pepper, and garlic into the work bowl of a food processor, and pulse until the vegetables are very finely chopped. Stir the vegetables into the roux, and mix in the sausage. Bring the mixture to a simmer over medium-low heat, and cook until vegetables are tender, 10 to 15 minutes. Remove from heat, and set aside.
Bring the water and beef bouillon cubes to a boil in a large Dutch oven or soup pot. Stir until the bouillon cubes dissolve, and whisk the roux mixture into the boiling water. Reduce heat to a simmer, and mix in the sugar, salt, hot pepper sauce, Cajun seasoning, bay leaves, thyme, stewed tomatoes, and tomato sauce. Simmer the soup over low heat for 1 hour; mix in 2 teaspoons of file gumbo powder at the 45-minute mark.
While the soup is simmering, brown your cut up chicken thighs over medium high heat in a large pan with vegetable oil, making sure not to over crowd. Remove chicken when browned and add directly to soup. Add 2 tablespoons of vegetable oil in a skillet, and cook the okra with vinegar over medium heat for 15 minutes or until it no longer looks slimy when stirring; remove okra with slotted spoon, and stir into the simmering gumbo. Mix in shrimp and Worcestershire sauce, and simmer until flavors have blended, 45 more minutes. Just before serving, stir in 2 more teaspoons of file gumbo powder.