Prepare the crab cakes: Pulse the bread in a food processor to make coarse crumbs; spread out the crumbs on a sheet pan. In a large bowl, mix the crab, mayonnaise, egg yolk, celery and pickles. Form into 8 oval-shaped cakes. Dredge each crab cake in the breadcrumbs, coating them all over; place on a plate and refrigerate at least 1 hour.
Make the sauce; In a small saucepan, melt 1 tablespoon butter. Stir in flour, curry powder and paprika; cook until the flour and spices lose their raw smell, 1 to 2 minutes. Add the chicken broth and milk. Bring to a simmer and cook, stirring, until thickened, 5 minutes. Stir in the mustard and mustard seeds; simmer to develop the flavors, about 5 more minutes. Whisk in the remaining 1 tablespoon butter; add 1/2 teaspoon salt, and pepper to taste. Keep warm until ready to serve.
Fry the crab cakes; Melt the 1 tablespoon butter with 1 tablespoon olive oil in a large skillet. Add the crab cakes; cook until browned on th bottom, 2 to 3 minutes. Turn and cook until evenly browned on all sides. Serve with the mustard sauce.