In a large skillet over medium-high heat, heat 1 tablespoon of oil. Season chicken with salt and pepper and add to skillet. Brown chicken on all sides, about 5 minutes total. Remove with a slotted spoon and set aside.

Add remaining 3 tablespoons oil to the pan and heat until hot. Add flour and cook, stirring constantly, until golden brown, 3 to 4 minutes. The mixture should be about the color of peanut butter. It is extremely hot, so be careful not to splatter. Add onion, green pepper, celery and okra. Carefully stir in the chicken broth. Return chicken and any juices to the pan. Add chicken sausage, bay leaves and tomatoes. Cover and simmer over low heat for 30 minutes. If desired, add shrimp and continue to cook another 5 minutes or until the shrimp are done. Serve over rice.

To make this recipe in a slow cooker, after browning the chicken, place in slow cooker. Scrape up any brown bits from the pan and add to the cooker.
Add remaining 3 tablespoons oil to the pan, and heat until hot. Add flour and cook, stirring constantly, until golden brown, 3 to 4 minutes. The mixture is extremely hot, so be careful not to splatter. Add the onion, green pepper and celery, and cook until the vegetables start to wilt, about 2 minutes. Add the chicken broth and stir until smooth and incorporated. Pour mixture into the slow cooker. Add the okra, bay leaf, tomatoes and hot sauce. Cover, and turn cooker to low. Cook for 7 to 8 hours, adding another 1/2 cup chicken broth or water if necessary. Thirty minutes before serving, add the sausages and turn cooker to high. Five minutes before serving, add the shrimp. Serve over cooked rice.