In a large stockpot, melt the butter over medium-high heat. Add the onions, carrots, celery, garlic and tomato paste, and saute for 5 minutes or until the onions are cooked and translucent. Sprinkle the mixture with flour, and stir to be sure that it evenly coats the veggies. Saute for 1 minute.
Add the seafood stock, white wine, cognac, lobster meat, paprika, bay leaf, thyme and cayenne, and stir to combine. Cook for 30 minutes over medium-low heat, stirring occasionally to prevent the bottom from burning.
Remove the bay leaf and sprig of thyme. Stir in heavy cream, and season if needed with extra salt and pepper.
Then puree the soup using an immersion blender. Or you can transfer the soup in small batches into a traditional blender and blending until smooth. (Always be careful not to fill a blender too full with hot liquids.)