1) For the gravy, chop up all the veggies and add them to a medium to large saucepan along with the olive oil and cook them over medium-high heat until they cook down and most of the moisture from the veggies evaporates, about 15 minutes.
2) Add red wine and salt and pepper. Stir until red wine cooks down. Then add thyme and vegetable stock. Bring to a simmer, turn heat down to low, and simmer, uncovered, until sauce reduced to 4-5 cups of liquid, about 30-45 minutes.
3) For loaf, chop mushrooms, garlic, and leeks and add to a large pan with olive oil over high heat. Cook until veggies reduce down and most of the liquid evaporates, about 15 minutes.
4) Let cool to room temperature and then mix with all the other loaf ingredients in a large bowl. You might need to add more or less bread crumbs based on how much liquid your veggies had.
5) Line a loaf pan with plastic wrap and scoop in your loaf mixture. Invert on a sheet pan lined with parchment paper. Remove pan and plastic wrap to leave a free-standing loaf.
6) Bake loaf at 350 degrees for 30 minutes. Remove and brush on glaze. Return to the oven to cook for another 15-20 minutes (Note: If you use meat instead of mushrooms, you’ll need to cook this for closer to 75 minutes total).
7) Back to gravy, mix soft butter, flour, and cream together to form a smooth paste.
8) Whisk paste into simmering sauce until smooth. Simmer until thick and silky smooth. Taste for salt and pepper.
9) Serve gravy and sliced loaf together. Garnish with fresh thyme.
OPTIONAL STEP: Slice loaf and then pan fry the slices in a skillet with a tiny amount of vegetable oil for a few minutes per side over high heat to crisp up the sides of the slices.