Bring a large pot over medium high heat, then add 4 Tbsp unsalted butter, 1/2 chopped yellow onion, 1 diced celery rib, and 1 minced garlic clove. Stir until the onion becomes translucent.
Now add 1/3 cup all-purpose flour, 2 teaspoons Old Bay Seasoning, 1/8 teaspoon ground nutmeg, and 1/8 teaspoon black pepper. Stir for about 1 minute.
Then bring the heat to high and pour in 1/2 cup dry sherry. Quickly stir and let the wine cook out for about 2 minutes.
Now add 1 cup clam juice, 3 cups milk, 1 1/2 cups heavy cream, 1 cup chicken broth, 2 Tbsps lemon juice, 1 tsp Worcestershire sauce, 1 bay leaf, and 1 tsp salt (or to taste). Let the soup come to a simmer and keep the soup simmering for about 15 minutes.
Then remove the bay leaf and add in 1 pound of lump crab meat. At this point you can add in your roe if you chose to use it (optional). Return the soup to a simmer for an addition 4 minutes and serve.
Notes
Substitute rice flour for all-purpose- This switch will make this She Crab Soup gluten-free.
Wine- If you don't want to use alcohol, you can omit it and replace it with equal amounts of chicken broth.
Make ahead: You can make this soup ahead of time (minus the crab meat) and warm it on the stovetop. Then add the crab, simmer for a few minutes, and serve.