Sauté shallot, onion, and garlic on medium-high heat until golden. Add white wine and deglaze. Add the Worcestershire, thyme, paprika, cayenne pepper, and deglaze with sherry. Once liquid is reduced, add chicken stock, tomato paste, corn, and bay leaves.
Let simmer for 20 minutes. Slowly incorporate heavy cream while on low heat. Add lobster and simmer for another 10 minutes. Serve warm, topped with green onions.