Brown flour in hot shortening in Dutch oven; stir until smooth.
Saute onions and celery in roux for 15 minutes.
Add 1 quart boiling water, bay leaf, garlic and thyme; simmer for 2 hours.
Add shrimp; cook for 10 minutes.
Mix in oysters and liquid and crab meat; cook for 10 minutes longer.
Add file; serve over hot, cooked rice, if desired.