In a large saucepan of 2 cups water, cook rice according to package instructions; set aside.
Heat 1 tablespoon vegetable oil in a large stockpot or Dutch oven over medium heat. Working in batches, add sausage, and cook, stirring frequently, until sausage is lightly browned, about 3-4 minutes; set aside.
Reduce heat to low; add butter and remaining 4 tablespoons vegetable oil to the Dutch oven, stirring until butter has melted, about 1-2 minutes.
Whisk in flour until dark brown, about 20-25 minutes.
Increase heat to medium; add onion, bell pepper, celery and garlic. Cook, stirring occasionally, until tender, about 6-8 minutes.
Stir in chicken stock, scraping any browned bits from the bottom of the Dutch oven. Stir in sausage, tomatoes, Worcestershire, thyme and bay leaves.
Bring to a boil; cover, reduce heat and simmer until reduced and flavors have blended, about 2 hours.
Stir in okra until heated through, about 5 minutes.
Stir in shrimp; season with salt and pepper, to taste. Cook, stirring occasionally, until pink and cooked through, about 3-5 minutes.
Remove from heat; discard bay leaves and stir in parsley.
Serve immediately with rice and hot sauce, if desired.