Melt the ghee in a large heavy-bottomed pot over medium heat.
Add the diced onion, celery, and carrots, sautéing until the vegetables are softened and fragrant.
Stir in the tomato paste, smoked paprika, fresh thyme, sea salt, and black pepper, cooking for 1 minute to toast the spices.
Pour in the dry sherry to deglaze the pan, using a wooden spoon to scrape up any flavorful browned bits from the bottom.
Add the lobster stock and the bay leaf, then bring the liquid to a gentle simmer for about 15 minutes.
Remove the bay leaf and stir in the full-fat coconut milk to create a rich, creamy base.
Optional: Use an immersion blender to lightly puree the soup base until your desired consistency is reached.
Fold in the cooked lobster meat and simmer for an additional 2 minutes until the lobster is heated through before serving hot.