Heat 1 tablespoon of oil in a Dutch oven over medium heat. Add the onion, bell pepper, celery, and garlic and cook until softened and just beginning to brown, 8–10 minutes. Transfer veggies to a 4–6 quart slow cooker.
Return the Dutch oven to the stovetop and heat the remaining tablespoon of oil in it. Stir in the flour and cook, stirring constantly, until it's golden brown, about 4 minutes. Pour in the broth and bring to a boil; once the broth has come to a boil, transfer it to the slow cooker. Add all of the remaining ingredients to the slow cooker except the hot sauce and cooked rice.
Cover the slow cooker and cook on low for 6–8 hours. Once the gumbo has finished cooking, remove the bay leaf and add more salt and pepper to taste if needed. Serve over rice with hot sauce.
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