The five most common problems with corn starch used as a thickener:
1. Overcooking. Corn starch achieves it's maximum thickening immediately after coming to a boil. At a lower temperature it barely thickens at all. Corn starch is best added with the liquid fully cooked and at the boil (or a fast simmer, at least). The sauce will thicken immediately, and the heat should be reduced immediately thereafter. After boiling, any heat higher than necessary to hold at serving temp (150deg F) is excessive and will break the starch down.
2. Undercooking. Ditto.
3. Acid. Cornstarch loses its efficacy very quickly in acidic sauces. Citrus, dry wines, vinegars are not friends to cornstarch. Based on no evidence whatsoever, I'd guess this is your problem. The solution (pardon the pun) is to use arrowroot instead of corn starch. Arrowroot has its own rules.
4. Bogus slurry. Cornstarch works best if it's completely dissolved in a slurry before being added to the sauce. Measure cornstarch into a small glass or dish, and add non-acidic liquid in the proportion of 1 cornstarch to 1-1/2 to 4 liquid, whisk thoroughly until corn starch is completely dissolved. Whisk the slurry bit by bit into the sauce until the desired consistency is achieved.
5. Bad proportions. The usual ratio for a gravy is 2 tbs corn starch and 4 tbs water mixed to a slurry, into 2 cups of liquid.
Making a roux (spelled ROUX, pronounced Roo):
Fat, either oil, lard, shortening or butter, is heated over medium heat. Flour in an equal volume to the fat is added to the roux. In these proportions the mixture will seem lumpy and thick -- "gloopy" is a good term for it. The roux must be stirred constantly until the flour has cooked. The usual professional terminology (in English, obviously) calls this "cooking the raw off." The most obvious signal is that the flour no longer smells raw. This light colored mixture is called a "blond roux," and is suitable for making light colored sauces. If a darker roux is desired, the heat is REDUCED slightly, and the flour in the roux is allowed to slowly toast, while being stirred constantly. If aromatics such as onion are used, they are usually cooked in the oil before adding the flour, then made a part of the roux.
A cold liquid may be added to a hot roux, and brought to the boil. Or room temperature roux may be added to boiling liquid. Or hot roux may be added to boiling liquid. Cold roux will not thicken properly. The roux will fully thicken within a few minutes of the full boil being achieved. A sauce thickened with roux may be further reduced.
The type of gravies most often used for fried chicken, "cream" gravies, are best made with a roux employing some of the seasoning flour and a bit of the frying oil, using the chicken frying pan. Typical proportions might be 2 tbs oil, 2 tbs flour, 2 cups milk (bechamel base -- "white gravy"); 2 tbs oil, 2 tbs flour, 2 tbs chicken stock (veloute base -- "yellow gravy"); 2 tbs oil, 2 tbs flour, 1 cup each milk and stock (ac/dc base). Note that to achieve the normally desired consistency, the ratio to remember is 1 cup liquid to each tbs flour and each tbs fat.