Coat the bottom of a skillet with oil and place it over medium heat. Combine shallots, peppers, tomato, and garlic in the skillet and stir until fragrant, about 3 minutes. Add tempeh, bell pepper, and okra; stir quickly to combine. Add broth and eggplant; bring to a low boil and cook for about 5 minutes. Reduce heat, cover, and simmer until all vegetables are tender, 5 to 7 minutes. Stir in coconut milk and brown sugar. Season with salt and pepper.