Place vegetable oil and flour in a Dutch Oven with a heavy bottom. I like to use a cast iron Dutch oven. Turn the heat on medium and whisk continuously until mixture becomes fragrant. This should take about 5 minutes.
Turn heat to low or medium-low depending on the size and heat your burner gives off. Continue to whisk continuously (it's alright to stop for a few seconds here and there, but not for any length of time) until roux becomes a dark caramel color, like the color of an old penny. This could take 20 to 25 minutes.
Remove Dutch oven from heat.
In a food processor, process tomato, onion, garlic, Worcestershire sauce, mustard, liquid smoke, vinegar, hot sauce, soy sauce, thyme, red pepper flakes, paprika, nutmeg, and oregano until mixture is smooth.
Place Dutch oven with roux over medium-high heat and add tomato/onion puree. Stir to mix together. Continue to cook until most of liquid has evaporated.
Add vegetable stock and stir. Bring to a simmer.
Add beans, mushrooms, zucchini, green and red pepper, and celery and simmer for 15 to 20 minutes.