I've never made pickled okra, but if it were me, I'd either a) just store the jar in the fridge, for essentially immediate consumption or b) try again with a new lid and a new band, but double check the rim of the jar, new lid and new band for any damage or flaw, nicks or cracks, also for any contaminant (i.e., sugar or something) that might have gotten right on the rim of the jar to prevent a seal.
A fruit is a vegetable with looks and money.
Plus, if you let fruit rot, it turns into wine,
something Brussels sprouts never do.
P. J. O'Rourke, humorist