Preheat the slow cooker if necessary; see the manufacturer's instructions. Heat the oil in a large frying pan, add the chicken a few pieces at time until all the pieces are in the pan, then add the chorizo and bacon and fry, stirring, until the chicken is golden. Lift out of the pan with a slotted spoon and transfer to the slow cooker.
Add the onion to the frying pan and fry until softened. Mix in the garlic, then stir in the flour. Gradually mix in the stock, add the herbs and a little salt and cayenne to taste. Bring to the boil, stirring.
Mix the celery and different coloured peppers into the chicken, then pour over the hot onion mixture. Cover with the lid and cook on low for 8–10 hours or until the chicken is cooked through.
When almost ready to serve, stir the okra into the chicken gumbo, if using. Replace the lid and cook on high for 15 minutes or until the okra has just softened. Stir once more, then sprinkle with chopped parsley. Ladle into shallow rice-lined bowls and serve with a soup spoon and fork.