In a large pot over medium heat, add the bacon and cook until browned, about 5 minutes. Add the onions and cook until softened, about 5 minutes. Add the flour, stirring constantly for 1 minute, until the flour is just slightly golden. Slowly add the chicken stock, whisking constantly to avoid lumps. Whisk in the milk and add the corn cobs and thyme to the pot. Bring to a simmer and cook about 15 minutes, stirring occasionally to infuse the corn flavor into the soup. Remove the cobs and thyme from the pot. Stir in the corn kernels and shredded chicken. Bring back to a simmer, remove from the heat, ladle into bowls and serve hot.