Season chicken liberally with Cajun seasonings on a lined sheet pan. Roast chicken for 15 minutes. Save all juices from drippings.
Combine oil and flour in a large cast iron or enameled Dutch oven over medium heat. Whisk frequently until it reaches a milk chocolate brown, about 30 minutes.
Once the roux has reached a dark chocolate brown color add the onions, celery, bell peppers and half of the okra. Sauté until tender and then add garlic. Sauté for another 5 mins.
Add the sausage, Worcestershire sauce & seasonings and combine. Add chicken stock & beef stock and bring to a roaring boil! Add the chicken and the dripping, cayenne, green onions, and remaining half of the okra.
Simmer for 30 minutes, then remove the chicken thighs then take the meat from the bones and discard the skin. Stir the chicken back into the pot.