Heat oil in the same pan over medium heat. Add mushrooms, bell pepper, scallions, parsley and the remaining onion. Cook, stirring, until the mushrooms are soft, about 5 minutes. Sprinkle with flour and cook, stirring constantly, until it starts to turn golden, 2 to 3 minutes. Slowly stir in milk and the shrimp stock. Cook, stirring to loosen any flour sticking to the bottom of the pot, until the soup returns to a simmer and thickens, about 5 minutes. Add the reserved shrimp and cook until they turn opaque in the center, about 2 minutes more. Add sour cream, sherry and lemon juice; stir over low heat until heated through--do not let it come to a boil. Taste and adjust seasonings with salt, pepper and hot sauce.