Heat the remaining 2 tablespoons oil in a large heavy saucepan over medium heat. Add flour and cook, whisking constantly, for 1 minute. Add the reserved poaching liquid and bring to a simmer, whisking, until smooth and thickened to the consistency of heavy cream, 5 to 6 minutes. Add lemon juice and season with salt, pepper and cayenne. Reserve 1 1/2 cups sauce; gently mix seafood mixture into remaining sauce.