Heat a large pot of salted water over high heat until boiling. While waiting for water to boil, remove the tails and claws from the lobster. When the water comes to a boil, turn off the heat, add the tails and claws, and cover. Let the tails sit in the boiling water for 6 minutes, then remove and plunge them into an ice bath. After another 2 minutes, remove the claws and plunge them into the ice bath.
When the lobster parts are cool, remove the meat from the shells, reserving the shells. Chop the meat into large pieces and refrigerate until ready to use.
Place the lobster bodies and the reserved shells in a large pot and cover with 2 cups of oil. Heat until nearly boiling, then turn off the heat and let sit for 10 minutes. Add the paprika and let rest for 30 minutes. Strain through a fine-mesh strainer into a large bowl, discard solids, and set the oil aside until ready to use.
While the lobster is resting, cook the macaroni in salted boiling water until very al dente (an extra-firm bite); test often as brands vary in cooking time. Drain and set aside.
Place the white wine, vinegar, peppercorns, and shallots in a nonreactive pan, such as stainless steel, over medium heat and simmer until nearly dry. Add the heavy cream and reduce by two-thirds.
Slowly whisk in the cubed butter, one piece at a time, until fully emulsified. Strain through a fine-mesh strainer into a medium bowl, discard solids, and set the bowl over another bowl of warm water to hold the sauce warm until ready to use.
Melt the remaining 8 tablespoons of butter in a large saucepan over medium heat and add the mascarpone, stirring until melted.
Add the cooked lobster, stir, and heat until warm. Add the cooked pasta and heat until just warmed through. Stir in the wine sauce and season with salt and white pepper to taste. Divide evenly among four serving bowls; garnish with chervil and drizzle with the reserved lobster oil.
You can simplify the preparation of this recipe buy purchasing either pre-cooked lobster or frozen lobster tails, and simply omit the lobster oil portion of the recipe.