Preheat the oven to 350 degrees F. Line a baking sheet with parchment paper.
Arrange the chicken thighs on the baking sheet and drizzle with 1 tablespoon canola oil. Season with salt and pepper and roast until cooked through, about 30 minutes. Cut into 1-inch pieces and set aside to cool slightly.
In a large Dutch oven over medium-high heat, combine the remaining 2/3 cup vegetable oil and all-purpose flour. Whisking continuously, cook until a dark brown roux develops, about 15 minutes. Add the tomato paste and cayenne and whisk to incorporate. Add the diced tomatoes, sausage, peppers, and onion. Season with salt and pepper and bring to a simmer. Cook until the vegetables have has softened slightly, about 15 minutes. Add the seafood stock and okra and continue cooking until the flavors have melded and the vegetables are soft, about 30 minutes. Add the chicken and cook 5 minutes to warm through. Add the shrimp and simmer until pink, about 5 minutes. Remove from the heat, add the crab, and gently stir to incorporate and warm through, about 2 minutes. Season with salt, pepper, and hot sauce.
Garnish with scallions and serve hot.