Preheat oven to 350°F. Spray a 9x5-inch loaf pan with nonstick cooking spray. Set aside.
In a large bowl, whisk together flour, baking powder, baking soda, salt, pepper and mustard. Add the parsley, 1 tablespoon thyme and cheeses. Stir.
In a medium bowl, whisk together buttermilk, 2 whole eggs and olive oil. Add wet ingredients to dry ingredients and stir just until combined and evenly moistened. Do not overmix. Scrape batter into prepared loaf pan.
In a small bowl, mix together egg yolk and 1 teaspoon water. Brush top of batter with egg wash. Sprinkle top of batter with remaining teaspoon thyme leaves and sprinkle with sea salt.
Bake in preheated oven for 45-50 minutes or until a skewer inserted in center comes out clean. Cool in loaf pan 5 minutes then turn out onto a wire rack. Serve warm or room temperature.