Sift together flours, baking powder, baking soda, salt, and sugar.
Grate butter. Using a pastry cutter or two knives, cut in butter and shortening until mixture resembles coarse meal. Add cheddar cheese and chives.
Make a well in center, and add buttermilk. Mix just until dough holds together.
Preheat oven to 425.
Turn dough onto a generously floured surface. Fold dough over on itself 3 or 4 times. Pat to 1 inch thick. Cut out rounds with a floured 3-inch biscuit cutter without twisting. Place rounds 2 inches apart on baking sheet. Gather scraps, and repeat. Brush tops with melted butter. Chill in fridge 10 minutes before baking.
Bake until golden brown, 15 to 18 minutes.
While biscuits are baking, cook sausage in large frying pan. Drain sausage, reserving grease. Set sausage aside and place grease back into pan. If you have less than about ¼ c, add oil (canola, vegetable).
Whisk equal amount of flour into grease, brown 1-2 minutes.
Whisk in milk a little at a time until desired consistency is reached.
Add half of sausage back in (save remaining half for another use or add it all in if you'd like), season to taste. Serve over biscuits, garnish with additional chopped chives.