Clean the crab (5 min): Rinse crab pieces under cool water. Remove gills and any soft innards. Briefly rinse with water mixed with a little vinegar; rinse again with plain water. Drain well.
Toast the dry roux (6–8 min): In a dry skillet over low heat, add flour and stir constantly until light golden and nutty. Do not burn.
Make the base (2–3 min): Transfer toasted flour to the pot. Whisk in 1 cup of the water/stock until smooth (no lumps).
Build flavor (5 min): Add onion, potatoes, remaining water/stock, coconut milk, paprika/annatto, salt, and pepper. Bring to a gentle simmer.
Simmer to tender (10–12 min): Cook until potatoes are just tender and the broth slightly thickens.
Add crab & okra (8–12 min): Gently add crab pieces and sliced okra. Add whole chili if using. Simmer on low just until heated through and flavors marry. Avoid vigorous boiling.
Taste & adjust (1–2 min): Remove chili (if used). Taste and adjust salt/pepper.
Rest & serve (5 min): Let sit off heat for 5 minutes. Serve hot with steamed white rice or soft bread.