Add the vegetable oil to a large pan and heat over medium-high heat. Add the shallot and garlic, and cook until they begin to brown and become fragrant.
Add the mushrooms and a pinch of salt, and continue to cook until the mushrooms brown.
Add the red wine to deglaze then pan.
While the mushrooms are cooking, combine the cashews, stock, tamari, cornstarch, nutritional yeast, onion powder, garlic powder, sea salt, and gravy browner, if using, in a high-speed blender or food processor. Process until smooth. If the mixture is too thick, add a little more water, a tablespoon at a time.
Transfer the mixture to the pan with the mushrooms, and stir in the thyme and rosemary. Cook, stirring often, until the mixture thickens and is heated throughout. If the gravy gets too thick, you can thin it with a little more vegetable stock or water.