Cut the lobster in half lengthwise. Remove the tail meat; rinse out the cavity with cold water and drain well. Place the lobster halves, cavity side up, in a baking dish. Cut the tail meat into pieces and keep in the fridge until needed.
Preheat the oven to 400 degrees F. Heat the oil in a skillet over medium heat. Add the mushrooms and garlic and cook until the mushrooms are tender. Add the wine, paprika, cayenne and thyme and cook until the wine has reduced by half. Add the whipping cream and reduce until the mixture thickens lightly. Remove from the heat; stir in the reserved lobster meat and the shrimp and crab. Season with salt and pepper. Mound the seafood mixture into the tail and cavity of the lobster. Sprinkle with bread crumbs. Bake for 12-15 minutes, until golden and just heated through. Sprinkle with parsley and serve.