Heat the vegetable oil in a saucepan over medium-high heat. Whisk in the flour to form a thick paste until smooth, about 3 minutes.

Reduce heat to medium and continue cooking, whisking constantly, until the flour turns a dark reddish-brown roux, about 15 minutes. Set aside to cool.

Pour water into a slow cooker.

Stir in the roux, sausage, chicken, okra, onion, bell pepper, celery, garlic, salt, black pepper, and cayenne pepper.

Cover and cook on Low for 6 to 7 hours.

Skim off fat with a spoon.