Make roux: In a pan, heat vegetable oil over medium heat. Add flour and stir continuously until it turns deep brown, being careful not to burn.
Add onion, bell pepper, celery, and garlic, chicken, sausage, diced tomato, chicken broth, bay leaf, thyme, oregano, paprika, cayenne, Worcestershire sauce, salt, and pepper to a slow cooker. Stir in the roux.
Cook on low for 6 - 8 hours or on high for 3 - 4 hours.
Cook rice: Prepare rice according to package directions. Fluff with a fork and keep warm.
Remove bay leaf.
Serve gumbo over rice and garnish with scallions with coconut water.