In a large skillet over medium-high heat, cook and stir flour for 6-7 minutes or until light brown in color. Immediately transfer to a small bowl; whisk in broth until smooth.
In the same skillet, saute the onion, celery and green pepper in oil until tender. Add garlic; cook 1 minute longer. Stir flour mixture; add to the pan. Bring to a boil; cook and stir for 2 minutes or until thickened.
Add the sausage, okra, bay leaves, Creole seasoning, salt and pepper. Simmer, uncovered, for 4-5 minutes or until okra is tender. Stir in shrimp and chicken. Cook and stir 5-6 minutes longer or until shrimp turn pink. Discard bay leaves. Serve with rice.