Put Olive Oil in a large stockpot or soup pot. Stir in Onion, Sweet Bell Pepper, Celery, Hot Peppers (if using, I don't), Chicken, Andouille & all of the Garlic and cook over medium high heat until chicken is done.
Stir in Tomatoes, Chicken Stock, Rice, Thyme, Bay Leaf & Cajun Seasoning. Put a lid over it and cook for 25-30 minutes, stirring every 5 minutes or so to keep from sticking. If it looks a little dry as it's cooking, add a bit more chicken broth to your liking. Remember as it continues to cook and also while it's cooling that liquid will be absorbed into the rice.
Once rice is tender, stir in Okra & Shrimp. (Interesting fact: The Okra is what's going to thicken your dish) Cook just until shrimp turns pink, stirring occasionally. Season with a little salt & pepper (to taste) and serve.