Heat oil in a large skillet over medium-high heat. Add onion, celery, and garlic; sauté 2 minutes. Add sausage and next 3 ingredients; sauté 2 minutes. Add rice; cook 1 minute, stirring constantly. Add tomatoes, chicken broth, okra, and 1/4 teaspoon hot sauce; bring to a boil.
Cover, reduce heat, and simmer 15 minutes. Add shrimp; cover and cook 5 minutes or until shrimp are done. Remove from heat; let stand 5 minutes. Discard bay leaf and thyme sprig. Serve with additional hot sauce, if desired.