Preheat the oven to 425 degrees F. Place the salmon in a non-stick or parchment-lined baking dish. Drizzle with olive oil and lemon juice; sprinkle with thyme, salt and pepper. Bake 12-15 minutes, or until just cooked through.
Meanwhile, heat the oil for the sauce in a large skillet over medium-high heat. Add the mushrooms and garlic and cook until tender, about 5 minutes. Mix in the flour until well combined. Slowly mix in the stock. Bring to a simmer and cook until sauce thickens. Stir in the whipping cream and season with salt and pepper. Serve salmon on generous pool of the mushroom sauce.