Grease one 9x5 inch (23x13cm) loaf pan. Set aside.
In a small bowl mix 1 tablespoon active dry yeast and ¼ cup warm water and let foam for a few minutes while you prepare the next step.
In the bowl of a stand mixer (or a large bowl if kneading by hand), add 1 cup rye flour, 1 cup whole wheat flour, 2 teaspoons salt, ¾ cup buttermilk, 2 tablespoons malt syrup, 1 tablespoon honey, 2 tablespoons sunflower oil and yeast mixture. Mix with a wooden spoon until the mixture integrates. Attach the dough hook and mix at medium to low speed until a shaggy dough is formed.
Add 2 teaspoons caraway seeds and 1 teaspoon fennel seeds, if using, and 1 cup bread flour, a few tablespoons at a time.
Knead for 6 to 8 minutes at medium speed, until the dough is elastic but not too stiff. If it's too sticky, add a few more tablespoons of bread flour, but don't overdo it. It needs to retain some stickiness. If kneading by hand, lift and fold it onto itself until it comes together. At first, it's extremely sticky and messy, but it will firm up with each turn. A dough cutter or bench scraper is a good tool for this part. Transfer the dough to an large oiled bowl, turning to grease on all sides. Cover with plastic wrap and let rise until doubled, about 1 hour. Depending on the temperature of your kitchen, it can take more time.
Gently punch the dough down, transfer it to the floured counter and knead for a minute. Form a rectangle and roll it to form a loaf (like cinnamon rolls), pinching the seams with each turn so there are no air pockets.
Place it in a loaf pan that is lightly floured or sprinkled with oats. Slightly flatten the top with your hand to level the dough, cover with a clean kitchen towel and let it rise until almost doubled, 1 to 1 ½ hours.
About 20 minutes before baking, preheat the oven to 375ºF (190ºC).
Bake the loaf for about 40 minutes, until the top is dry and firm to the touch, and the bottom sounds hollow when lightly tapped with your fingers.
Let cool on a wire rack, and run a smooth-bladed knife if any parts are stuck to the sides before removing the bread from the pan. Invert onto a wire or cooling rack and let cool completely before cutting to avoid clumping.