The lumps are usually flour that comes together with lumps early in the process. With the slurry method, using hot liquid to dissolve the flour is the most common reason. But it can also occur if you add the flour mixture to the liquid for the gravy when it is not boiling. In the roux method, you didn't whisk continuously while making the roux, didn't make sure the roux was smooth or didn't mix well enough after adding the liquid. You can run your gravy through a strainer and do better next time.