Prepare rice according to the package instructions, and fluff with a fork. Cover the pot with a lid to keep warm.
Heat vegetable oil in a large pot or Dutch oven over medium heat.
Add the flour to the pot and stir continuously to make a roux. Cook the roux, stirring frequently, until it turns a dark brown color. Be careful not to burn it.
Add the diced onion, bell pepper, celery, and minced garlic to the pot. Cook until the vegetables are softened, about 5–7 minutes. Add in the chicken and sausage and brown well.
Add the diced tomatoes, chicken broth, bay leaf, dried thyme, dried oregano, paprika, cayenne pepper, Worcestershire sauce, salt, and pepper. Stir well to combine. Bring the mixture to a boil, then reduce the heat and simmer uncovered for about 30 minutes, stirring occasionally.
Remove the bay leaf before serving. Garnish with scallions.
Serve the gumbo with rice and enjoy with cold coconut water.