For the sauce
Preheat the oven to 220°C/425°F/Gas mark 7. Grease a large baking tray.
Heat 4 tablespoons of the oil in a large frying pan, add half the chicken and sprinkle with half the garlic and herbs. Season lightly. Sauté the chicken on both sides to seal and remove with a slotted spoon. Sauté the remaining chicken, garlic and herbs. Remove from the pan. Add the onions to the pan. Sauté gently for 5 minutes. Add the courgettes and aubergines, and sauté for a further 5 minutes, adding more oil if needed. Allow to cool.
On a floured work surface, roll out a third of the pastry into a 40 x 20cm/16 x 8in rectangle. Place on the baking tray. Lay half the chicken to within 2.5cm/1in of the pastry edges, cover with half the vegetables, then arrange half the tomatoes over the top. Repeat the layering to use all the ingredients. Brush the pastry edges with some of the beaten egg.
Thinly roll half the remaining pastry to a rectangle. Cut diagonally into strips and lay over the filling, leaving a gap between the strips. Press the ends to seal. Brush with beaten egg. Roll out the remaining pastry, cut strips and lay them over the pie in a lattice pattern. Press the edges of the pastry firmly together to seal; trim off the excess with a knife. Brush with beaten egg.
Bake for 15 minutes. Reduce the temperature to 180°C/350°F/Gas mark 4 and bake for a further 40 minutes until risen and golden.
To make the sauce, melt the butter in a small pan and blend in the flour. Cook for 1 minute, stirring. Remove from the heat and stir in the cream and horseradish. Return to the heat and cook, stirring, until thickened, then add the wine. Serve hot with the pie.