In slow cooker, combine carrots, celery, fennel, onion, olives, garlic, bay leaves, oregano, salt and pepper.
Arrange chicken pieces on top of vegetables. Add broth and ¾ cup water. Cover and cook on low until juices run clear when chicken is pierced, 5-1/2 to 6 hours. Discard bay leaves.
Whisk flour with 1 cup of the cooking liquid until smooth; whisk in lemon juice. Whisk into slow cooker; cook, covered, on high until thickened, about 15 minutes.
Mix parsley with lemon zest; serve sprinkled over chicken mixture.