Heat the oil in a large pot over medium heat. Gradually whisk in the flour to make a roux, stirring constantly until it turns a deep brown color, about 15-20 minutes.
Add the chopped onion, bell pepper, and celery to the roux. Cook until the vegetables are tender, about 5 minutes.
Stir in the garlic and cook for another minute.
Gradually whisk in the chicken broth until smooth. Add the chicken, sausage, Cajun seasoning, Worcestershire sauce, bay leaves, salt, and pepper. Bring to a boil, then reduce heat and simmer for 45 minutes.
Add the okra and simmer for another 30 minutes, until the chicken is cooked through and the gumbo has thickened.
Remove the bay leaves. Serve the gumbo over cooked white rice and garnish with green onions and parsley.