In a large skillet, cook the bacon until crisp, 4 to 5 minutes. Use a slotted spoon to transfer the bacon to the Crock-Pot®, and remove all but 1 tablespoon of the bacon grease from the pan.
Pat the chicken dry and season all over with salt and pepper. Add the chicken thighs, skin side down, and cook undisturbed for 4 minutes to brown the skin. Transfer to the Crock-Pot®.
Add the mushrooms, onion, and garlic, and sauté 2 minutes. Add the red wine to deglaze the pan, scraping up any browned bits with a wooden spoon. Cook 2 minutes to reduce.
Whisk in the broth and tomato paste. Pour the sauce with the vegetables over the chicken in the Crock-Pot®. Add the thyme sprigs and cook on high for 3 hours or low for 6 to 8 hours. In the last half hour of cooking, add the zucchini and pepper.
For a thicker sauce, remove about ½ cup of the broth from the Crock-Pot® after cooking. Whisk in the corn starch, then add back into the Crock-Pot® and stir to mix with the remaining sauce.