In dutch oven or 6 quart soup kettle on medium heat add butter and olive oil. Add onion and mushrooms, cook for 10 minutes until onion is tender and mushrooms are mostly cooked, have released their liquid and some is cooking of.
Stir in flour and paprika. Cook for 1-2 minutes to brown and release flavor
Add vegetable or chicken broth, milk, soy sauce, ground black pepper, and 1/2 the dill. Cover and simmer on low for 20 minutes.
Stir in greek yogurt, remaining dill, lemon juice. Heat on low for 5 minutes. Do not boil.