Preheat oven to 325 degrees. Season chicken thighs with za'atar. Heat olive oil in a large Dutch oven over medium-high heat. Add the thighs and cook 4 minutes each side until browned. Remove to a plate.
Reduce the heat to medium and add the onion and carrots. Cook 5 minutes until lightly browned. Stir in the garlic and continue to cook for one minute. Add broth, lentils and the tomato paste. Stir. Return the chicken and any accumulated juices to the pot. Bring to a simmer. Cover and braise in oven for 45-55 minutes or until chicken is tender and cooked through.
Transfer the chicken to a platter and keep warm. Strain remaining mixture reserving the liquid. Add the lentils and veggies to the platter with the chicken. Return the liquid to the pot and bring to a boil over medium-high heat. Cook until reduced by half, about 10 minutes. Pour the liquid over the chicken and veggies on the platter. Top with the olives, lemon zest and thyme sprigs. Serve immediately.