Pat roast dry, season with salt and pepper and brown in oil in a large skillet for 8 to 10 minutes, turning to color all sides.
Put potatoes, carrots, celery, onion and garlic in a 6-quart slow cooker. Add broth, sage and bay leaf and place the roast on top.
Cover and cook on low 7 to 8 hours until vegetables and pork are fork-tender. Pork must reach at least 145°F; shoulder usually softens around 190°F or higher.
Lift roast carefully with 2 broad utensils to a board and rest for 10 minutes. Transfer vegetables to a platter and discard bay leaf.
Pour cooking liquid into a saucepan, skim fat and simmer for 5 minutes. Stir cornstarch mixed with cold water into the liquid and simmer for 2 minutes until lightly thickened.
Carve across the grain into thick slices or large intact pieces; do not shred. Serve with vegetables and a small spoonful of gravy per portion.