Cut kernels off corn cobs. Set kernels aside. Combine cobs, broth, and cream in heavy large saucepan. Simmer 5 minutes. Remove from heat.
Heat oil in heavy large pot over medium-high heat. Add bacon and sauté until crisp, about 8 minutes. Transfer bacon to paper towels to drain. Pour off all but 3 tablespoons pan drippings; add onion, leeks, celery, and fennel seeds to pot. Sauté until vegetables are crisp-tender, about 4 minutes. Stir in potatoes. Discard cobs from cream mixture; strain cream mixture into potato mixture. Simmer until potatoes are almost tender, stirring occasionally, about 10 minutes. Stir in corn kernels. Simmer chowder until potatoes are tender, about 5 minutes longer.
Meanwhile, melt butter in heavy large skillet over medium heat. Add mushrooms and sauté until tender, about 5 minutes. Stir in Sherry and thyme. Add mushroom mixture to chowder. Season to taste with salt and pepper.
Sauté crabmeat in same large skillet over medium-low heat just until heated through, about 3 minutes. Divide crabmeat, reserved bacon, and parsley among bowls. Ladle chowder over and serve.
