I would like to make some gumbo, but I can not find fresh okra locally. Is it ok to use frozen okra sourced from a Indian supermarket instead?
Yep, that'll be fine. For other purposes, it might not be your favorite - sometimes it can get a little more of the "slimy" coating that people don't like - but since you're cooking it in gumbo, it's all just going to get taken up into the stew (where it'll provide some thickening, as intended), so no worries.
A little more, if you're curious: okra contains mucilage, which is thick and slimy or gluey. If it's cooked quickly, it doesn't have time to release much. But when it's cooked long and slow, like in gumbo, plenty is released and dissolved in the soup, where it acts as a thickener. Frozen okra sometimes releases the mucilage more readily, presumably because the structure of the plant has been disrupted by the ice crystals formed during freezing. This might make it unappealing when eaten on its own, but if you're making stewed okra or gumbo, where it would all have come out anyway, it doesn't make any difference. (I suspect that good quality frozen okra, which has been flash-frozen, might fare better, but I don't have the experience to say for sure, and it won't make any difference to you!)