Gravy can be thickened with butter or cream, depending on the type of gravy.
Low carb flours don’t thicken that well in my experience (almond flour for example, texture not quite right for a special gravy, fine for the odd thickening or other recipe, and anyway nuts aren’t allowed until Week 3).
BUT...like venusandmars I’ve done this a long time (though not at goal weight) and I sometimes bend a bit.
Made a Coquilles St Jacques for six on Saturday. The recipe called for a roux with 1 1/2 oz of flour and butter for the cream sauce. I did use flour and I had one portion of the six and I’m okay with that. My meals throughout the day and week were exemplary. I STS this week but don’t think it was due to 1/6 of 1 1/2 oz of flour. Much more likely due to not hitting water targets and my body loving 180lbs at the moment. 
Having said that, I don't recommend this for those who are starting out. I haven’t had flour in any sauces or gravy for quite some time. This was a major exception, point being it’s not my Normal, which is why I’m okay with it.