To make the shrimp stock: Peel the shrimp, and toss the heads and shells into a large stock pot; refrigerate the peeled shrimp until ready to cook in the gumbo. Add the crab, onion, bay leaves, thyme, cayenne, Old Bay, and lemons to the pot. Cover with 2 1/2 quarts of cold water. Allow the liquid to slowly come to a boil, and then lower the heat. Gently simmer for 45 minutes, uncovered, skimming any foam that rises to the top. Strain the stock into a heatproof container or another pot to remove the chunky solids; at this point you should have about 2 quarts of flavorful broth to use in the gumbo. Cool until needed.
To make the gumbo, you must start with a roux base: Melt the butter over medium-low heat in a Dutch oven or other large, heavy pot. Just as the foam subsides, add the flour, stirring constantly with a wooden spoon or whisk to prevent lumps - it may lock-up like cake frosting but just keep stirring through it. Cook the roux until it's the color of a walnut and smells equally as nutty, this should take about 15 minutes.
Add the onions, celery, bell pepper, garlic, and okra (if it ain't got okra, it ain't gumbo!); season with salt, cayenne, and Old Bay. Mix in the tomatoes, bay leaves, and thyme. Cook for 10 minutes, stirring now and then, until the vegetables are soft. Pour in the cooled shrimp stock and stir to combine. Bring the mixture to a boil, and then reduce the heat. Simmer for 45 minutes, stirring occasionally, until the gumbo is dark and thick. Toss in the shrimp and oysters, cook about another 15 minutes; adjust seasoning.
To serve: Ladle the gumbo into shallow bowls and pile some rice in the center. Sprinkle the parsley and green onions over the top. Pass the French bread and hot sauce at the table.