Melt butter in a large soup pot over medium heat. Add mushrooms, onions, and 1 teaspoon of salt. Continue to cook until the mushrooms start to sweat and the onions become translucent about 8 minutes. Reduce the heat of your pan to low, and continue to cook until the onions and mushrooms have softened about 20 minutes. Make sure to stir, know that the mushrooms will release a lot of liquid.
Increase the heat of your pan to a simmer. Sprinkle flour or xanthan gum over the mushrooms and toss to coat. Stir constantly for 2 minutes.
Add the white wine and use your spoon to scrape up any brown bits from the bottom of your pan. Cook until the wine has almost completely evaporated.
Add the thyme, garlic, Worcestershire, chicken broth, water, and sherry to the pot and bring soup to a boil. Reduce to a simmer and continue to cook until the soup has reduced by 1/3, about 15 minutes.
Stir in the cream, Greek yogurt, and lemon juice. Taste and adjust soup to your liking, if you would like it thinner, add more broth.