Preheat the oven to 325 degrees F (165 degrees C). Place chicken in a baking dish and sprinkle with 1 teaspoon Cajun seasoning and garlic powder. Cover with foil.
Bake in the preheated oven until chicken is no longer pink at the center and juices run clear, 50 to 60 minutes. Allow to cool slightly and shred chicken into 1 to 2-inch pieces. Set aside.
Meanwhile, add 2 teaspoons oil and sausage to a large Dutch oven over medium-high heat. Cook, stirring occasionally, until sausage is browned, about 5 minutes. Remove sausage using a slotted spoon to drain on paper towels; set aside. Reserve drippings in the pot.
Reduce heat to medium-low. Add remaining oil to the pot and whisk in flour. Cook, stirring often, until roux is dark brown, about 1 hour.
Add onion, peppers, celery, garlic, and salt to the roux. Increase heat to medium-high and cook, stirring constantly, until vegetables are tender, about 5 minutes. Stir in remaining Cajun seasoning, stock, bay leaves, black pepper, Worcestershire sauce, hot sauce, and thyme, and bring to a boil, stirring occasionally. Add reserved chicken and sausage, reduce heat to medium-low, and simmer for 20 minutes.
Stir in okra and cook for 20 minutes. Serve with hot cooked rice and green onions.