Heat 1 tablespoon of oil in large dutch oven over medium heat. Saute sausage until browned. Remove with slotted spoon and set aside. Add 1 tablespoon of oil and saute chicken breast pieces until lightly browned. Remove with a slotted spoon and set aside.
In the same pot, saute onion, green pepper, celery and garlic until tender. Stir in tomato paste, and tomatoes with juice. Add bay leaves, thyme, salt and cayenne pepper.
Add browned sausage and chicken breast pieces, and cook, partially covered, simmering for about 1/2 hour.