You can still use flour and make it relatively low carb. 1 tbsp of flour typically has 6 grams of carbs and is enough to thicken a cup's worth so approx. 1/4 cup of gravy would have about 1 1/2 grams of carbs.
Cornstarch has 7 grams and the same amount (tablespoon) will thicken a 1 1/2 cup to 2 cups worth. Arrowroot has the same carb count as cornstarch but you only need a teaspoon's worth to thicken a cup's worth of gravy.
You could use guar gum or xanthan- they have no carb count but I have no idea how much you would need, sorry!