Heat oil in a heavy stockpot over medium heat. Add onion, bell pepper, celery and garlic; sauté until the onions are lightly browned, about 7 minutes. Stir in the toasted flour. Gradually stir in broth and bring to a simmer, stirring. Add tomatoes, okra, pepper, thyme, oregano, cayenne and bay leaf. Cover and cook for 15 minutes. Stir in rice and cook, covered, for 15 minutes longer.