In a heavy skillet (preferably cast-iron) heat oil over moderately high heat until hot but not smoking and brown sausage in batches, without crowding, transferring to paper towels to drain. Pat chicken dry and season with salt and pepper. Brown chicken in fat remaining in skillet in batches, without crowding, transferring to paper towels to drain. Pour off all but about 1 tablespoon fat from skillet and cook okra over moderate heat, stirring occasionally, until golden. Add onions and celery and cook, stirring occasionally, until celery is softened. In a 9 1/2-to-10 quart heavy kettle bring broth and water to a boil. Stir in okra mixture and chicken and simmer, stirring occasionally, until chicken is cooked through and gumbo is thickened, about 30 minutes. Add sausage, scallions, and salt and pepper to taste and simmer, stirring occasionally, 5 minutes. Gumbo may be made 3 days ahead, cooled completely, uncovered, and chilled, cover. Serve gumbo ladled over rice in large soup plates. Serve hot sauce on the side.