I have a lavender that has done well with shade in the afternoon but it is in very poor soil with great drainage, which I think has helped it.
I have a garden which gets sun all day, providing there is some and grew thyme in the shade of a hedge, it also competed with shade from huge rubarb leaves this year, providing it gets some light and heat, thyme should be ok.
Kate is right Lavender etc can cope with a bit of shade as long as their feet are not wet. If your soil is not free draining add plenty of grit, and mound it up and plant the plants on the mounds so that water does not puddle around them.
Mediterranean plants need dryness, particularly when the temperatures are low.