In a heavy bottom 5 qt. pot, over medium high heat oil, once oil is hot, add chicken and fry in batches about 3 minutes rotating to fry evenly. Once chicken is browned sit to the side. If oil has reduced add remaining ¼ cup of oil; bring oil to a smoke point, you will see a faint white smoke coming off oil, (a thicker smoke will burn the flour, remove from heat and let cool for 3 minutes.) add flour and whisk, you want a dark chocolate brown colored roux, if roux is browning to fast remove off heat while stirring, reduce heat to medium-low and place pot over heat until desired color is achieved.
Once roux is dark chocolate brown add onion, bell pepper and celery, stirring for 2-3 minutes, add garlic, bay leaf and cayenne. Turn heat up to medium-high heat, add stock in thirds, add chicken, sausage, thyme and worcestershire. Bring to a boil, reduce heat and simmer for one hour uncovered; skim any fat that rises to the top. Taste gumbo and add salt and pepper to taste. Serve hot with rice.