In a medium saucepan, combine brown lentils with enough water to cover them by about an inch. Bring to a boil, then simmer for 25-30 minutes until tender. Drain and set aside.

Heat olive oil in a skillet, add onion, garlic, carrot, and celery. Sauté for 5-7 minutes until vegetables soften.

In a mixing bowl, mash cooked lentils with a fork. Add the sautéed vegetables, oats, breadcrumbs, and flax egg. Stir in soy sauce, tomato paste, thyme, smoked paprika, salt, and pepper. Shape into a loaf and place in a lined loaf pan.

In a small bowl, whisk together ketchup, maple syrup, and balsamic vinegar. Spread glaze over the top of the loaf.

Preheat oven to 375°F (190°C). Bake loaf for 45-50 minutes until golden brown. Let cool for 10-15 minutes before slicing.