I don't believe I have ever had gumbo, but I have made roux in the past, though perhaps not to the color degree needed in New Orleans. But your question intrigued me. I have found over the several years I've been low carbing that just about any cooking question I have had has been answered by somebody, somewhere. Not always in a way that I am comfortable with - sort of like you saying that gumbo isn't gumbo without the roux. A line in the sand as far as you are concerned, though not, apparently, for a number of other low carb cooks :-). Anyway, I googled "low carb gumbo roux", and found a number of different recipes. The one following uses a combination of coconut & almond flours. There were other ideas in other recipes. I hope that one might click with you, and look forward to hearing how you get on with the experiment.
https://paleocomfortfoods.com/in-th...en/paleo-gumbo/