Pour 1 cup hot water to a small bowl. Add both dried mushrooms. Soak until softened. Remove mushrooms.
Drain mushrooms through a cheesecloth, saving liquid and discarding sandy bits.
Place drained mushrooms on a cutting board and chop roughly. Set aside.
Place drained hot mushroom water into a small bowl. Add saffron. Stir lightly. Set aside.
Place a large pot over medium heat. Add olive oil and 2 tablespoons butter.
When butter has melted and is hot (do not burn or scorch), add onions, carrots, celery, garlic and all mushrooms, fresh and reconstituted. Stir to mix. Season with thyme, salt and pepper, to taste. Saute for about 5 minutes.
Add sherry. Continue to cook, stirring, until liquid is reduced by 1/2.
Add chicken stock and liquid reserved from draining mushrooms. Reduce heat slightly and simmer 20 minutes.
Place another small pot over medium heat. Add 4 tablespoons butter and melt.
When butter has melted and is hot (do not burn or scorch), add flour. Stir and cook to make a thick paste.
Whisk in cream. Cook just to warm though.
Whisk cream mixture into soup.
Using a hand blender, puree soup to a nice consistency.
Allow to continue to simmer for about 5 more minutes, stirring so not to burn.
Serve hot garnished with reserved mushroom slices, if desired.