Make the roux: Combine the 1 cup of flour and 1 cup of vegetable oil in a small saucepan. Heat over medium heat, stirring occasionally, for approximately 30 minutes. You want to turn it off when the mixture gets to the color of milk chocolate as it will continue to cook and darken. Ultimately you want it to be a dark chocolate brown color, but be careful that it does not burn and start turning black. (It helps to remove the roux from the pot and pour it into a bowl to get it away from the hot pot and help stop the cooking process). Keep an eye on the roux and if it is starting to brown too quickly, turn the heat down to medium low.
Add 2 Tbsp of vegetable or olive oil to a large pot. Heat over medium heat. Season both sides of the chicken with salt and pepper. Add the chicken to the oil in the pot and brown on both sides, approximately 5-7 minutes per side. Remove chicken and set aside.
To the same pot, add the bell pepper, onion, and celery. Cook vegetables for 5 minutes until they begin to soften. Add the garlic and cook an additional 2 minutes.
Add the chicken, still whole, back to the pot as well as the chicken stock. Turn up the heat to medium-high and cook until the chicken is cooked through.
Remove the chicken and add the roux, bay leaves, tomatoes, and seasonings (including the file). (Be careful when adding the roux as it may bubble or splatter if it is still hot).
Pull the chicken off of the bones and shred. Discard the bones and add the chicken back to the pot.
Slice the sausage into coins and add to the pot. Reduce heat to low and cook for 1.5-2 hours.
In the last half hour, add the frozen okra.
Season to taste with salt, pepper, and hot sauce. Serve with rice and/or french bread.