Thinly slice zucchini, squash, and eggplant lengthwise, by hand or with a mandoline. Keep vegetables separate. Arrange zucchini flat on baking sheet, do not overlap. Season with salt and pepper. Broil 2- 3 minutes. Repeat for squash and eggplant. Reserve.
In small skillet, saute onion in olive oil until translucent. Season with salt, pepper, and thyme. Allow to cool.
Use a 10 x 4 inch terrine mold, or bread pan. Begin by layering eggplant, cutting pieces to lay flat, until it is about 1/2-inch deep. Then add layer of red peppers.
Evenly distribute crumbled goat cheese.
Keeping layers even, add yellow squash, then onions, and finishing with a layer of zucchini.
Cut a piece of cardboard same size as mold. Cover terrine with plastic wrap, place cardboard on top and press with a 2-pound weight (e.g. 2 pounds butter). Refrigerate overnight.
To serve, turn terrine upside down and remove from mold. Use a sharp knife to cut 1/2" thick slices. Place slices on pieces of aluminum foil and heat in oven before serving.
To make sauce, place roasted peppers in food processor and process until smooth. Continue processing and slowly drizzle in olive oil until smooth. Season with salt and pepper. Strain.
Serve terrine with Red Pepper Sauce and sprinkle with Herbes de Provence.