Preheat oven to 400 degrees
In the meantime, place turkey wings in large baking tray, season with salt and pepper, and scatter onions on top.
When oven has come to temperature, place turkey wings into oven and bake for 1 hour and 15 minutes or until golden brown
After the wings are done, remove from oven and place wings and onions into a large stockpot
Pour 1 cup water into the baking tray and then scrape the bottom of the tray to loosen browned bits; pour water and loosened bits into the stockpot
Add carrots and all of the stock, then bring mixture to a boil over high heat
Lower heat, cover the pot, and then simmer for 3 hours
Remove stock from heat and skim off fat (if time allows, refrigerate the broth at this point and the fat will congeal on top, making it very easy to remove)
Carefully transfer stock to a large bowl
Melt butter over medium high heat in thick-bottom large pot and add flour
Stir (mixture will be dry and crumbly) and continue to cook for about 1 minute over medium high heat but do not allow it to brown
Slowly pour stock back into stock pot and whisk to combine with butter/flour paste (ie, roux)
After all stock has been combined, bring to boil and then simmer for 10 minutes until stock has thickened while stirring intermittently
If desired, pass the gravy through a mesh strainer to remove any lumps.
Season with thyme and salt/pepper to taste (I added 1 teaspoon of salt - add yours in 1/2 teaspoon increments because everyone has different preference for salt).
Salt and pepper are very important ingredients to enhance the flavor of the gravy, so don't skip this step!