In a large stainless-steel pot, heat oil over moderate heat. Whisk in flour and cook, whisking, until starting to brown, about 4 minutes.
Reduce heat to moderately low. Stir in onion, celery and bell pepper and cook until starting to soften, about 7 minutes.
Add okra, bay leaf, thyme, oregano, salt, black pepper, cayenne and tomatoes. Cover, cook 5 minutes.
Stir in broth and sausage. Bring to a boil. Reduce heat and add chicken; simmer 20 minutes.
Remove bay leaf.
Meanwhile, bring a medium pot of salted water to a boil. Stir rice and boil until just done, 10 to 12 minutes. Drain.
Place a mound of rice in the center of each bowl. Ladle gumbo around rice.