Adjust an oven rack to the middle position and heat the oven to 400 degrees. Toss the thighs, carrots, celery, onions, and garlic together in a roasting pan and spray with vegetable oil spray. Roast, stirring occasionally, until well browned, 1 ½ to 2 hours.
Transfer the contents of the roasting pan to a large pot. Add the broth, wine, and thyme and bring to a boil, skimming as needed. Reduce to a gentle simmer and cook until the broth is brown and flavorful and measures about 10 cups when strained, about 1 ½ hours. Strain the broth through a fine-mesh strainer into a large container, pressing on the solids to extract as much liquid as possible, discard the solids. (The turkey broth can be cooled and refrigerated in an airtight container for up to 2 days or frozen for up to 1 month.)
Let the strained turkey broth settle (if necessary) then spoon off and reserve ½ cup of the fat that has risen to the top (add butter as needed if short on turkey fat). Heat the fat in a Dutch oven over medium-high heat until bubbling. Whisk in the flour and cook, whisking constantly, until well browned, 3 to 7 minutes.
Slowly whisk in the turkey broth and bring to a boil. Reduce to a simmer and cook until the gravy is very thick, 10 to 15 minutes. Season with salt and pepper to taste and serve. (The gravy can be refrigerated in an airtight container for up to 2 days; reheat gently, adding additional chicken broth as needed to adjust the consistency).