Heat the oil in a large frying pan over medium heat Add the onion and sauté until softened and transparent, about 5 minutes, stirring frequently. Add the mushrooms and stir to combine. Continue cooking until the mushrooms have softened and released their moisture, about 8 to 10 minutes, stirring every 2 to 3 minutes.
Add 1 cup of the vegetable stock, paprika, dried dill, black pepper, thyme, marjoram, and soy sauce. Cook over medium low heat for about 15 minutes, stirring every 5 minutes. Remove from heat and set aside.
Melt the butter in a large saucepan over medium low heat, then whisk in the flour, 1 tablespoon at a time, and continue whisking while the mixture cooks for another 3 minutes. Gradually add the milk and continue cooking over medium-low heat for a few minutes until the mixture thickens, stirring once every minute or so.
Empty the mushroom mixture into the milk mixture and stir to combine. Stir in the remaining 3 cups of vegetable stock and the lemon juice. Cover and simmer over low heat for 5 minutes, stirring twice.
Remove from heat and watch the mixture until it stops boiling. When the boiling ceases, stir in the sour cream, salt, and fresh dill. Serve hot.