Method:
Season chicken with salt and pepper. Heat 1 tablespoon of the oil in a large skillet over medium high heat. Add chicken and brown on both sides, about 5 minutes total. Remove chicken with a slotted spoon, letting any oil drain back into the skillet, and place in a crock pot. Scrape up any browned bits in the skillet and add them to the crock pot. Set aside.
Add remaining 3 tablespoons oil to the skillet and heat until hot. Add flour and cook, stirring constantly, until golden brown, 4 to 5 minutes. Carefully add onions, peppers, and celery and cook until the vegetables start to wilt, about 2 minutes. Add 1 1/2 cups of the broth and stir until smooth and incorporated. Pour mixture into the crock pot, add okra, bay leaf, tomatoes and hot sauce; cover and turn crock pot to low. Cook for 7 to 8 hours, adding remaining 1/2 cup chicken broth, if necessary. 30 minutes before serving, add sausage and turn crock pot to high. 5 minutes before serving, add shrimp. Ladle gumbo into bowls and serve with rice.