In a large Dutch oven or pot, cook bacon over medium heat until crisp. Remove bacon and set aside, leaving drippings in pot.
Season chicken thighs with salt and pepper. Brown chicken in bacon drippings, about 4 minutes per side. Remove and set aside.
Add onion and garlic to pot; cook until softened, about 5 minutes.
Stir in chicken broth, diced tomatoes, ketchup, Worcestershire sauce, hot sauce, salt, and pepper. Bring to a boil.
Return chicken and bacon to pot. Reduce heat to low, cover, and simmer for 1 hour.
Remove chicken thighs, shred with two forks, and return to pot.
Stir in lima beans, corn, and okra (if using). Simmer uncovered for 30 minutes, stirring occasionally, until vegetables are tender and stew has thickened.
Adjust seasoning with salt, pepper, and hot sauce. Serve hot.
Tips
For extra smokiness, use smoked chicken or add 1 tsp liquid smoke.
Stew can be made a day ahead; flavors meld and improve.