Preheat the oven to 425°F (220°C). Arrange chicken wings on a large baking sheet, drizzle with olive oil, and season generously with salt and pepper. Add the chopped onion, carrots, and celery to the pan, tossing all to coat with oil. Roast for 35-45 minutes, or until the wings are golden brown and the vegetables are caramelized. Transfer the roasted chicken wings and vegetables to a large pot. Pour in the chicken stock, scraping any browned bits from the roasting pan and adding them to the pot for extra flavor. Add garlic, bay leaf, and thyme. Bring the mixture to a boil, then reduce heat and let it simmer for 45 minutes to 1 hour, allowing the flavors to meld.

After simmering, strain the stock into a large bowl, discarding the solids. You should have about 5-6 cups of rich stock; if less, add additional chicken stock or water to reach 6 cups. In a large saucepan, melt the butter over medium heat. Add flour and whisk continuously for 3-5 minutes, or until the roux is golden brown and smells slightly nutty. Gradually pour the strained stock into the roux, whisking constantly to avoid lumps. Bring the mixture to a simmer and cook for 15-20 minutes, until the gravy thickens to your desired consistency. Season with salt and pepper to taste, and add a splash of Worcestershire sauce or soy sauce if desired for extra depth.

Allow the gravy to cool to room temperature, then transfer it to airtight containers. Refrigerate for up to 3 days or freeze for up to 3 months. To reheat, warm the gravy on the stovetop over low heat, stirring occasionally. If too thick, add a splash of chicken stock to reach the right consistency. Adjust seasoning before serving. This make-ahead gravy is perfect for large gatherings and adds a rich, savory finish to any meal.