In medium/large sauce pan melt 3 tablespoons vegan butter and add onion.

Cook on medium heat, stirring constantly, until they reduce.

Add mushrooms and cook on medium/high, stirring constantly until they cook down (approx. 5-7 mins) and start to brown. Stir fairly constantly. (add additional butter, as needed to ensure pan doesn't dry out - I added a couple extra tablespoons - it depends how big your mushrooms are and how long they need to cook down, they will absorb the butter pretty quickly).

Add salt, thyme and remaining 2 tablespoons of butter and let melt.

Add flour and stir to fully combine.

Add broth, 1/2 cup at a time, whisking after each pour.

Let simmer about 10 minutes, whisking softly, and you will see it start to thicken.

After 10 minutes, add coconut milk and almond milk.

Stir to combine.

Taste and add additional salt, pepper or thyme - as desired.

Feel free to garnish with additional sautéed mushrooms and thyme.

Let cool and it will continue to thicken.