1. In a heavy 3- to 4-quart sauce pan, melt the butter over moderate heat. When the foam begins to subside, drop in the onions and celery and, stirring frequently, cook for about 5 minutes, or until the vegetables are soft but not brown.
2. Watch carefully for any sign of burning and regulate the heat accordingly. Add the flour and mix together thoroughly.
3. Stirring constantly with a wire whisk, pour in the milk in a thin stream, add the red pepper, white pepper and salt, and cook over moderate heat until the soup thickens, comes to a boil and is smooth.
4. Strain the soup through a fine sieve set over a bowl, pressing down hard on the vegetables with the back of a spoon before discarding them.
5. Return the soup to the pan, add the crab meat and cream, and stir over moderate heat for 2 or 3 minutes until the crab meat is heated through. Then remove the pan from the heat, mix in the sherry and lemon juice and taste for seasoning.
6. Serve at once from a heated tureen or in individual soup plates. Just before serving, sprinkle the soup with paprika.