In a large measuring cup, mix together olive oil, herbes de Provence, and garlic. Place tenderloin in a large, rectangular baking tray. Pour olive oil mixture over meat, and turn to coat. Cover, and refrigerate for 3 hours.
Preheat oven to 200 degrees C (400 degrees F). Soak mushrooms in boiling hot water for 10 minutes to rehydrate.
Heat a large skillet over high heat. Remove meat from marinade, and discard any remaining marinade. Place meat in hot pan, and brown evenly. Return meat to baking dish.
Cook tenderloin in preheated oven about 15 to 20 minutes, or until the internal temperature of the meat is 65 degrees C (150 degrees F). Remove from oven, and allow it to rest for 5 minutes before slicing.
Meanwhile, combine the water in which the mushrooms were soaked, cognac, lemon juice, and shallots in a saucepan. Cook over medium heat until liquid is almost gone. Pour in the cream. Bring to a boil, and then reduce heat to medium-low. Chop mushrooms, and stir into the sauce. Continue cooking until the sauce thickens. Stir in the butter and honey. Season to taste with salt and pepper. Serve over sliced tenderloin.