Cook rice according to package instructions. Set aside.
Meanwhile, heat 2 tablespoons of olive oil over medium heat in a large Dutch oven. Season chicken thighs generously with salt and pepper and add to Dutch oven. Cook for 10-15 minutes, until cooked through. Transfer to plate and set aside. Once cooled, shred with two forks.
Add ¼ cup olive oil to Dutch oven. Add sausage and cook until nicely browned on both sides, about 4-6 minutes. Transfer sausage to plate.
To the oil, whisk in flour to make roux. Keep stirring for about 3-4 minutes, until roux browns and smells nutty. If it seems too dry add a little bit more olive oil.
Stir in onion, garlic, carrots, and celery. Mix to coat and cook until vegetables soften, about 5 minutes. Stir in chicken broth, water, thyme, and bay leaf. Bring to a boil, reduce heat to simmer, and cover for about 1 hour, stirring occasionally. Stir in Sriracha and simmer for an additional 30 minutes.
Remove bay leaf and thyme sprigs. Serve gumbo over rice topped with scallions.