There are quite a few flours out there made from nuts and seeds that can be used to substitute wheat flour. Gravies, sauces, low carb baked goods… it’s absolutely insane how creative people have gotten with low carb flours. Breads, cookies, you name it. I would recommend sticking to whole foods and wait to venture into baked goods territory. Get comfortable with what you can and can’t eat, get into ketosis, and then start experimenting with ketofied versions of your favorite foods.
If you choose to make your sauces and gravies, you should consider investing in guar or xanthan gum. It’s a thickener that’s well known in modern cooking techniques and lends a hand to low carb by thickening otherwise watery sauces. Luckily there are many sauces to choose from that are high fat and low carb. If you’re in need of a sauce then consider making a beurre blanc, hollandaise or simply brown butter to top meats with.