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Melt the butter in a large cast iron Dutch oven over medium heat. Saut the onion, bell pepper, and celery until soft and translucent, 5 to 8 minutes.
Add the garlic and saut for 2 minutes. Add the paprika, cayenne, Worcestershire sauce, tomatoes, and barbecue sauce and let simmer for 5 minutes. Stir in the meats. Add the chicken broth and bring to a boil.
In the meantime, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 300F and preheat, lid closed, for 10 to 15 minutes.
Put a lid on the Dutch oven and carefully transfer it to the grill grate. Cook for 1-1/2 hours, adding more broth as necessary. The stew shouldn't be too soupy.
Add the lima beans, corn, and okra, if using, and continue to cook, lid off, for about 30 minutes more, or until the vegetables are tender. Add salt and black pepper to taste - the amount will depend on how salty your smoked meats are - and more cayenne pepper if you like more heat.
Add vinegar to brighten the flavors. Serve hot in bowls with hot sauce on the side.