• Preheat oven to 375 degrees F.
• In a large saucepan, combine the beef broth and port. Bring to a boil. Cook over high heat until the volume is reduced by about one-third, about 30 minutes. Whisk in the tomato paste. Remove the pan from the heat and set it aside. This can be a done a day in advance or earlier in the day if you'd like.
• Trim the tops off the heads of garlic with a sharp knife to expose the tops of the cloves and remove some of the papery outer skins. Drizzle them with olive oil and season with a little sea salt.
• Pat the beef dry with paper towels. Fold the thinner, tapered end underneath to create an evenly sized roast and then use kitchen twine to tie it at 2-inch to 3-inch intervals, or as needed. Sprinkle both sides of the beef with salt, thyme, and pepper. Add olive oil to a large roasting pan and set it over MEDIUM-HIGH heat (you may need to use two burners). Add the tenderloin to the hot pan and sear for about 4 minutes per side. Place trimmed garlic around the beef and transfer the pan to preheated oven. Roast the beef until a meat thermometer inserted into the center of the thickest portion registers 125 degrees F (rare), 130 degrees F (medium rare), or 135 F (medium), about 40 minutes. Watch it closely and remove it from the oven as soon as the beef reaches the desired temperature. Immediately transfer the beef to cutting board, tent it loosely with foil, and let it rest for at least 15 minutes. 
• Transfer the heads of garlic to a small baking dish, drizzling with additional olive oil, if necessary. Increase the oven temperature to 400 degrees F and return the garlic to the oven for an additional 5 to 10 minutes, or until very tender and golden brown. Meanwhile, prepare the gravy.

Finish the Gravy

• Spoon any fat deposits off the bottom of the roasting pan and place the pan over MEDIUM-HIGH heat. Add the port wine and broth mixture and bring it to a boil, stirring to scrape up any browned bits.
• Combine 3 tablespoons softened butter and the flour in small bowl to form a smooth paste and whisk it into broth mixture until smooth. Simmer until the gravy thickens. Whisk in the remaining tablespoon of butter. Taste and season with salt and pepper, only if needed. Transfer to a gravy boat or small bowl.

For Serving

• Slice the beef tenderloin into 1-inch thick medallions and serve with the roasted garlic and Port Wine Gravy .