Heat oil in a large heavy skillet over medium heat. Saute onion, celery, red bell pepper, green bell pepper, zucchini, and green chiles until the onion is tender. Remove vegetables from skillet, and set aside.
Melt the butter in the same skillet on medium heat, being careful not to burn. Stir in flour until combined, then stir in salt and pepper. Cook flour mixture until brown, 3 to 5 minutes; stir continuously. DO NOT ALLOW THIS MIXTURE TO BURN.
Stir in onion soup mix and water. Increase heat to medium high. Season with red cayenne pepper and crushed red pepper flakes. Stir in vegetables. If gravy is too thick, stir in warm water. Reduce heat to low.
Heat a separate large heavy skillet over medium high heat. Saute chicken, sausage and shrimp until chicken is no longer pink, and juices run clear. Stir into vegetable mixture. Simmer for 35 minutes.