Melt the butter in a large saucepan over low heat, and sauté the shallots until tender.
Meanwhile, bring the broth, bay leaf, and thyme to a boil in another saucepan. Then turn off the heat and let it sit.
Whisk the flour into the shallot mixture, cook, stirring for 1 to 2 minutes. Add the tomato paste, slowly whisking into the boiling broth. Gradually add wine, lower heat to simmer for 10 minutes, stirring occasionally.
Add the lobster meat and warm broth (discarding the bay leaf) into a food processor and blend. Return the mixture to the saucepan, stir in half and half, then cognac. Heat through.
Garnish with lobster and chives, if desired. Serve.
Notes
To make this soup gluten-free, be sure to use a brand of broth that is known to be GF, and use a substitute for the all-purpose flour, such as GF All Purpose, cornstarch or another GF thickening agent.