I have experience making a roux with butter and flour. If I want to substitute a non-dairy fat (e.g. olive or sunflower oil), will there be any cooking or consistency differences that I need to watch out for? Does the fat/flour ratio stay consistent?
A roux is just cooking flour in an equal amount (or thereabouts) of fat. If you've already done it in butter, you already know what you are doing. Butter is tricky because there is some water left in the butter and the fat itself has a low smoke point. After making a roux with butter, another fat is easy.
Butter contains water, but it's not so picky that the small amount of water matters as far as measuring the butter; it's more about compensating for the butter's behavior and not allowing it to burn.
Do the same thing with any oil as you have with butter, and you will be fine.
If anything, you will find it easier with another fat. Just go roughly 50/50 and take your time.
Lots of different brands of roux are available in Louisiana at any grocery store. The bulk of them are made with some type of vegetable oil instead of butter. Its common for that vegetable oil to be made cotton seed, corn or soybeans. Lately soybean oil has been popular from most manufacturers because it has become so cheap.
So the long answer is yes, you certainly can make roux with oil. But I'd recommend a neutral flavored oil so the flavor won't be spoiled. And the ratio is exactly the same.