Heat the vegetable oil in a large saucepan or Dutch oven set over medium-high heat. When the oil shimmers, add the celery, onion, peppers, garlic, salt, and pepper and cook, stirring frequently, until the onion is translucent, 3 to 4 minutes. Add the chorizo and cook for 4 to 5 minutes, stirring frequently. Add the tomatoes, okra, paprika, filé powder and cayenne and continue cooking for 4 to 5 minutes, stirring frequently. Add the stocks and vinegar and bring to a simmer. Decrease the heat to low, cover, and cook for 20 to 25 minutes, stirring occasionally. The filé powder, which is made by grinding sassafras leaves, will thicken the stew.