In a large skillet, combine oil and flour to make the roux. Cook over medium heat, stirring constantly until dark brown, about 30 minutes.
Add celery, onion, peppers, and garlic and cook for 10 more minutes. Transfer to a thick bottom pot and add chicken broth, beef broth, tomatoes, okra, hot sauce, bay leaves, black and white pepper, cayenne pepper, chicken thighs, and andouille sausage. Simmer for 15 minutes. Add the shrimp and cook for 5 more minutes. Serve over rice.
Serving suggestion: cooked rice.
Recipe courtesy of The Tombs, Washington DC