Combine milk, eggs, Old Bay, salt and pepper in a glass baking dish, and soak bread. The bread should be wet with the custard mixture, but not so soggy that it is falling apart.
Melt the butter in a sautée pan and cook the bread until golden brown, about 2-3 minutes per side.
Keep french toast warm at an oven set to 170 degrees until you are ready to serve.
Meanwhile, in a sautée shallots in butter over medium heat until they are soft and translucent. Add garlic and sautée for another 30 seconds or so, taking care to keep the garlic from burning.
Add the sherry and cook until it has reduced by half.
When the sherry has reduced, add the cream and cook until it has reduced by about a quarter.
Reduce heat to low and add Old Bay, salt, pepper and lemon zest.
To serve, put a few ounces of crab over each piece of French toast and pour sauce over, which will gently warm the crab. Top with a bit of lemon zest, a couple of shakes of Old Bay and a sprig of fresh thyme.
Pair with mimosa, champagne, or your favorite brunch/brinner cocktail.
