In a large, deep skillet over medium-low heat, melt butter, then add flour. Cook, stirring constantly, until roux is dark caramel colored, 12 to 15 minutes.
Add onions, peppers, and celery and cook, stirring, until softened, about 8 minutes.
Stir in sausage, garlic, and Cajun seasoning; season with salt and pepper.
Stir in broth, tomatoes, and bay leaf and bring to a boil. Reduce heat to low and simmer, stirring occasionally, until thickened, about 1 hour.
In the last 6 minutes of cooking, add shrimp. Once shrimp is pink and cooked through, taste and adjust seasonings.
Stir in scallions, reserving some for serving.
Divide rice among bowls. Spoon gumbo over. Top with reserved scallions.