Brown beef bones, shallots, garlic and carrots in a heavy saucepan over medium heat stirring occasionally, about 20 minutes. Add bourbon, increase heat and boil until liquid is reduced to one-half, about 5 minutes. Mix in tomato paste, thyme and peppercorns. Add both stocks. Boil until liquid is reduced to 1 cup or so. (About 20 mins). Strain through a sieve into a small pan. Throw out the solids. Combine the water and cornstarch in a small container and shake until combined. Pour into the sauce to slightly thicken. Season with salt.
Preheat oven to 350 deg. Mix peppercorns, cornstarch, thyme and oregano on a large plate. Brush the tenderloin with 1 tbsp oil and roll into the peppercorn mixture. In a large ovenproof pan, brown the tenderloin in 1 tbsp oil. Transfer skillet to oven and roast until a meat thermometer inserted into the center registers 130 degrees. Check loin after 25-30 minutes After cooking let the tenderloin rest 10 minutes. The temperature will come up several degrees. 140 degrees is medium. Slice and pour some of that wonderful sauce over top. ENJOY.