In addition to what Jet said (agar, xanthan gum, gelatin,); you can add starches like corn starch or potato starch. a little goes a long way.
another thing is, for sauces, you can just cook off most the liquid and call it good. Especially for pan sauces made by deglazing fond- drain off excessive oil/grease and then add in some sort of liquid- vinegar, lime juice, straight water. scrap the pan and whisk until the fond is smooth.
Edit to add: you can also mix and match, to get the texture you want. Like with pie thickeners, it’s usually a mix of sugar, corn starch and some gelatin; to give it the perfect texture