In a large pot, melt the butter over medium heat. Add the chopped onion and sauté until translucent, about 5 minutes.
Add the sliced mushrooms and garlic to the pot. Cook for another 5-7 minutes until the mushrooms are tender and have released their moisture.
Stir in the thyme, paprika, and cayenne pepper (if using). Cook for an additional minute to toast the spices.
Sprinkle the flour over the mushroom mixture and stir well to combine. Cook for 1-2 minutes.
Gradually pour in the vegetable broth while stirring to avoid lumps. Bring the mixture to a simmer and cook for about 10 minutes.
Reduce the heat to low and stir in the milk and soy sauce. Simmer for another 5 minutes, stirring occasionally.
Season with salt, pepper, and lemon juice to taste.
Remove from heat and stir in the sour cream until well combined.
Serve hot, garnished with fresh parsley.