1. Heat a large skillet over medium-high heat. Toast flour, stirring with a wooden spoon, for 3 minutes. Reduce heat to medium; cook, stirring to break up any lumps, until it reaches the color of peanut butter and has a toasted aroma, about 14 minutes more. (Adjust heat to prevent burning.) Transfer to a large bowl; let cool. Sift through a fine sieve, pressing clumps.

2. Heat oil in a large pot or Dutch oven over medium heat. Cook sausage for 1 minute. Raise heat to high. Add celery, onion, and bell pepper. Cook, stirring occasionally, until slightly soft, about 4 minutes. Add okra; cook for 3 minutes.

3. Meanwhile, gradually whisk stock into flour; add to pot. Stir in chicken, tomatoes, and bay leaves; bring to a boil. Reduce heat to medium; simmer vigorously for 1 hour.

4. Remove from heat; cover to keep warm. Transfer chicken to a plate; let cool for 5 minutes. Remove meat from bones; shred, and return to pot. Discard bones and bay leaves. Stir in Worcestershire sauce.