Place the olive oil into a large pan with high sides.
Brown the chicken and the sausage and remove from pan.
Slice the sausage.
Put pan back over high heat and add the oregano, saffron, onion, pepper, garlic, bay anchovy, caper, and reserved sausage.
Cook for 3-4 minutes to soften the vegetables, and add the wine and tomato.
Bring liquids to a simmer and reduce liquids buy half and add the chicken stock.
Reduce liquids by a third, also at a simmer.
Add the chicken back to the pan and when pot returns to a simmer, place into a 325 degree oven for 1 hour.
Remove from oven and place chicken on a platter.
Reduce sauce, on the stovetop, if needed.
Season by stirring in the remaining ingredients and finish with salt and pepper.
Pour sauce over chicken and serve.