Heat the oil in large soup pot. Add celery, carrots and onion. Saute 5 minutes. Add basil, oregano, bay leaf, tomatoes, and chicken broth. Bring it to a boil, reduce heat and simmer until vegetables are tender, about 15 minutes
While the soup simmers, prepare a roux. Melt butter over low heat, add flour and cook, stirring constantly, 5-7 minutes. Slowly stir in 3 cup hot soup and stir until smooth. Add the mixture back into soup pot.
Simmer and stir until soup begins to thicken. Add Parmesan cheese and whisk to blend. Stir warmed milk, salt and pepper, and Italian Sausage. Simmer over low heat for 5 minutes.