He's using clam juice to add more seafood flavor to the shrimp stock. I never use clam juice--my husband is allergic--and I don't think you'll notice the difference if you use water. If you have shrimp with heads, you could make a separate stock by boiling the heads for 20 minutes in 1.25 gallons of water and straining it into the soup. I imagine that's what he does in his restaurant rather than use commercial clam juice. (He probably uses crab and crawfish shells, too.)

I think it'll be fine. Most seafood gumbo recipes use shrimp or fish stock. If you're worried about it you could go half water, half clam juice. Check out the gumbo pages for reference. http://www.gumbopages.com/food/soups/index.html
Also, I strongly urge you to make your roux in the oven. It's much easier to get a brick roux w/o burning it that way - 350 degrees F, will take about 90 minutes, stir every 30ish minutes, though toward the end I stir it every 15ish minutes.

I'd trust link completely. He knows gumbo. But if it makes you nervous, then just scale back the clam and add more broth. All gumbo recipes are guidelines, not formula. Put what you want in the pot.