Preheat the oven to 450F. In a large bowl, toss the carrots and garlic with 2 tablespoons olive oil, about a teaspoon of salt, and the thyme sprigs. Arrange on a sheet pan, preferably in a single layer. Cook for 6 minutes. Rotate and shake the pan and cook for another 6 to 8 minutes, until the carrots are still al dente but soft and can be cut with a fork. Remove from the oven and allow to cool.
In a pot, combine the lentils and bay leaf with enough water to cover by 2 inches. Bring to a full boil, then reduce heat to a gentle simmer, using a lid to help regulate the heat, and gently cook until done, 25 to 35 minutes. Remove aromatics, then strain excess liquid.
In a small bowl, combine the vinegar, 3 tablespoons olive oil, mustard, and lemon juice and zest; whisk well. Season to taste with salt and pepper.
In a bowl, gently toss the lentils and endive with about three-fourths of the vinaigrette. Check the seasoning and adjust as necessary. Arrange the salad on a serving platter and top with the carrots. Drizzle a little more vinaigrette over the top, sprinkle with parsley and fresh thyme leaves, and dust generously with pepper.
