Melt the butter in a large saucepan over medium heat. Gradually whisk in the flour. Cook 5-7 minutes, whisking continuously until dark, golden roux forms.
Add the oil, onion, garlic, and celery. Cook a few minutes, until the vegetables are soft.
Stir in the corn, Cajun seasoning, broth, and bay leaf. Bring to a simmer.
Stir in the milk and heavy cream. Bring to a simmer then reduce the heat to low. Simmer approximately 5 minutes, whisking until thickens.
Add the crab meat, Worcestershire sauce, and green onions. Simmer 5-7 minutes. Remove bay leaf before serving. Season with salt & pepper to taste.