In small saucepan, combine flour and oil; mix well. Cook, stirring constantly, over medium-high heat for 5 minutes.This is your Roux. Reduce heat to medium; cook, stirring constantly, about 10 minutes or until mixture turns reddish brown. Place flour-oil mixture in 3 1/2 to 4 quart Crockpot.
Stir in all remaining ingredients except shrimp, rice and water. Cover; cook on low setting for 7-9 hours. When ready to serve, cook rice in water as directed on package. Meanwhile, add shrimp to gumbo mixture in crockpot; mix well. Cover; cook on low setting for additional 20 minutes. Serve gumbo over rice.