Heat oven to 350 degrees F.
Place meat, fat-side up, in roasting pan. Press peppercorns and 2 teaspoons thyme onto surface of meat. Bake 2 to 2¼ hours or until 135 degrees F. (To check for doneness, insert probe of instant-read thermometer 2 to 2½ inches into thickest part of meat.) Meanwhile, mix sour cream, horseradish and sugar in serving bowl. Refrigerate until ready to serve.
Remove meat from oven. Cover meat with foil; let stand 15 to 20 minutes or until medium-rare doneness (145 degrees F).
Meanwhile, melt butter in large skillet on medium heat. Add onions; cook and stir 8 to 10 minutes or until golden brown. Add mushrooms; cook and stir 6 minutes or until tender. Sprinkle with flour; cook and stir 1 minute. Stir in broth; simmer 5 minutes or until thickened, stirring constantly. Remove from heat; stir in mustard and remaining thyme.
Slice meat. Serve with sauces.