Place fresh littleneck clams in a clean sink full of cold water. Let the clams sit in the water for a while, then stir the clams, drain and refill the sink. Repeat until no sand remains at the bottom of the sink. Keep the clams cold in the sink or refrigerator while you prepare the gumbo.
Melt the butter in a large soup pot, preferably a cast iron dutch oven, over medium heat. Whisk in the flour, a little at a time. Continue whisking until the mixture is a roux between medium and dark chocolate brown, between 10-15 minutes.
Stir the chopped onions, celery, and peppers into the roux. Cook, stirring, until the liquid is absorbed and the vegetables are just beginning to soften.
Pour in the chicken or seafood stock. Stir in sliced okra and bring to a boil. Reduce the heat and simmer, covered, for 20 minutes.
While the soup is simmering, peel, devein, and chop the shrimp. Check the crab meat for shells.
After 20 minutes, stir in the chopped shrimp and crab meat. Add in the clams, and continue simmering, stirring every few minutes, until all the clams open. Discard any that won't open when tapped after 10-15 minutes of simmering.
Serve over cooked rice for a traditional gumbo. Top with a small pinch of saffron before serving, if desired.