A roux loses its thickening ability the darker it gets.Not sure why you chose cornstarch. Gumbo is traditionally thickened with a roux. Filé can be cooked into the gumbo or served at the table for a final seasoning.
I’ve never used file, the okra thickens the soup quite well. I’ve read that using both okra and file is a no-no. Don’t know how true that is.