However, the traditional roux is made with equal parts by volume of flour and oil.
>The "darker" the roux, the less the "thickening power",<
While this is true, it isn't a function of how much oil. The longer flour is cooked the more of its thickening power it loses. You could cook the flour dry until it turned a deep brown and it's thickening ability at that point would be no different than if you cooked it as a roux. In fact, you can buy so-called "dry roux" in jars. But that's all it is.
This is one reason okra and file' are used with gumbos. By the time the roux has turned the deep coffee color you want for color and flavor the flour has lost much of it's thickening ability. So the result is sort of a heavy soup rather than, say, sauce like. The okra or file' then thickens it a bit further. And the rice, of course, adds additional body.
ChefBillyB: Is it possible you worked at too high a temperature? Or maybe not stirred it often enough?
I've had my roux not thicken once or twice, but only when I tried rushing it with higher heat. I've been told that doing that cooks out the flour too quickly. My normal procedure is to start with one cup of flour and one cup of oil in a cast iron kettle over very low heat. When I learned this technique in the Louisiana swamps they told me if it takes less than an hour I was cooking it too fast. Usually it's more like 45 minutes or a hair more.