Prepare the corn bread: Preheat the oven to 400°F (200°C) and grease a baking dish or cast-iron skillet.
In a large bowl, whisk together the cornmeal, flour, sugar, baking powder, and salt.
In a separate bowl, whisk together the milk, vegetable oil, and egg.
Pour the wet ingredients into the dry ingredients and stir until just combined. Do not overmix.
Pour the batter into the prepared baking dish or skillet and smooth the top. Bake for about 20-25 minutes, or until the cornbread is golden brown and a toothpick inserted into the center comes out clean. Allow the cornbread to cool slightly before serving.
Cook the rice: Prepare rice according to the package’s instructions, and fluff with a fork. Cover pot with a lid to keep warm.
Prepare the gumbo: Heat the vegetable oil in a large pot or Dutch oven over medium heat
Add the flour to the pot and stir continuously to make a roux. Cook the roux, stirring frequently, until it turns a dark brown color. Be careful not to burn it. Add the diced onion, bell pepper, celery, and minced garlic to the pot. Cook until the vegetables are softened, about 5-7 minutes.
Add the diced tomatoes, chicken broth, bay leaf, dried thyme, dried oregano, paprika, cayenne pepper, salt, and pepper. Stir well to combine. Bring the mixture to a boil, then reduce the heat and simmer uncovered for about 30 minutes, stirring occasionally.
Add the sausage to the pot and cook for an additional 15 minutes.
Add the shrimp and Worcestershire sauce. Cook for another 5-7 minutes until the shrimp is cooked through. Taste and adjust the seasoning if needed. Remove the bay leaf before serving.
Serve the gumbo over rice with cornbread and wine.