Why did my sauce get lumpy after being frozen?
Assuming your roux is flour based, the original recipe mixture was able to be a sauce because the proteins in the flour formed gluten and created that lovely thickness we enjoy (your seasonings sound like a nice combo). The water from the other ingredients are trapped in the gluten. Unfortunately, when you freeze it, the water molecules form sharp shapes like knives and cut your gluten strands. This isn't a noticeble problem until your defrost it. 

It doesn't matter how quickly or slowing you defrost. The damage was done when it was frozen.

To work around this issue, you have to freeze it faster! Professional establishments can super freeze things super fast. Freezing faster will make smaller knife-shaped ice crystals and that reduces the damage.

TIPS: 


freeze in smaller portions and shallower depth on a pre-frozen metal
cookie sheet.
Defrost and strain the sauce. Make a new roux and add the defrosted &amp;
strained sauce. The flavor comes from the frozen sauce and the new
roux recreates the gluten.