Melt 2 tablespoons butter in a medium skillet over medium heat. Cook onion, mushrooms, shallot, leek, and salt until soft, about 7 minutes.
Add brandy and 1/4 cup Madeira. Turn heat to high and CAREFULLY ignite the alcohol using a match or bbq lighter (be sure your stove fan is turned off). Cook over high heat until flames die out. Reduce temperature to medium-high and cook until liquid is reduced by half.
Add chicken stock, tomatoes, thyme, and bay leaf. Reduce the heat to low and simmer, uncovered, for 20 minutes.
Puree in a food processor or blender. Strain if desired. Return to pan and place over medium heat. Whisk in remaining tablespoon butter, broken in small pieces, and remaining tablespoon Madeira. Season with salt and pepper to taste. spoon over cooked gnocchi or pasta.