Yes, they make that and so can you. I haven't ever, but I hope to....
I did try applying my white gravy recipe to sausage the other day -- a 50/50 mixture of country sausage and chorizo results in a light-orange gravy, very good over day-old crusty bread. It's similar to the gravy at Zest! Exciting Food Creations, which I'd had there a couple of days ago. I'm not certain chorizo is the secret ingredient in their "Double Sausage-Sausage Gravy," since my version was a deeper orange and I think there's a bit of paprika in theirs, but it could be. For the record, I had a Billy's Big Bowl, with scrambled eggs and cowboy potatoes smothered in the stuff, about as satisfying a breakfast as can be had.
6 months ago