In large dutch oven, heat oil over med-high heat and sauté shallots, onion and garlic for one minute. Add the celery, carrots, and mushrooms. Cook for 5-8 minutes until mushrooms have browned and the carrots have softened.
Deglaze the pan with the white wine. Cook for 2-3 minutes.
Add the hot sauce, thyme, paprika and salt and pepper. Saute for another minute.
Add the broth and mix well.
Stir in tomato paste. Pour into a high speed blender, or use an immersion blender, and blend until creamy.
Return blended onion mixture to pot and simmer over low heat for 10-15 minutes.
Whisk in heavy cream and butter and bring to a low simmer.
Add in lobster. Cook for 2-3 minutes until lobster is heated through.
Serve hot topped with parsley and fresh thyme.