In a large soup pot over medium heat, add the oil and heat for 5 minutes until the oil is hot. Remove from heat and stir in the flour. Return to the heat and continue to stir. As it cooks, the roux will turn golden brown then slowly deepen to a rich reddish brown. This takes about 30-45 minutes. If the roux darkens too quickly, remove the pan from heat as you continue to stir and lower the heat and return the pot to the heat.
Once the roux reaches the desired color, remove the pan from heat and add the onions and celery. Return to heat and cook, stirring constantly, about 5 minutes until the vegetables are soft. Add the peppers and chopped Andouille and cook for 5 minutes. Add the thyme, sage, cayenne, pepper, garlic, chicken stock and okra. Bring to a boil, then reduce the heat and simmer for 30 minutes. Add the sliced Andouille and simmer for 10 minutes, then add the chicken, green onions, and gumbo filé spice and cook for 5 minutes more. Season to taste with salt, pepper and hot sauce.
To serve, divide the rice between 6 bowls. Spoon the gumbo over the rice and garnish with chopped parsley.