Preheat the oven to 375 degrees with the oven rack in the middle position.
Prepare the rice by bringing 4 cups of water, thyme sprig, bay leaf, 1 whole garlic clove, 3/4 teaspoon of salt, and baking soda to boiling over high heat in a small Dutch oven.
Add rice and return to boil. Cover with a tight-fitting lid and place into the oven to bake for 35-45 minutes, or until tender. Remove from the oven.
Strain rice through a fine-mesh strainer set in a 4-cup liquid measuring cup; discard the thyme sprig, bay leaf, and garlic clove. Add enough water to reserved cooking water to measure 3 cups.
Soup:
Prepare the soup by heating the butter in a large Dutch oven over medium-high heat.
Add the cremini mushrooms, onion, tomato paste, sea salt, and freshly cracked pepper, to taste. Cook, stirring occasionally, until the vegetables are browned and dark fond develops on the bottom of the Dutch oven, about 15-20 minutes.
Add the remaining 4 cloves of minced garlic and cook, stirring constantly, for 1 minute.
Add the dry sherry, scraping up any browned bits on the bottom and sides of the pan, and cook until reduced and the pot is nearly dry.
Add the finely ground shiitake mushrooms, reserved cooking liquid, chicken broth, and soy sauce; bring to a boil over high heat.
Reduce heat to low and simmer, covered, until the onion and mushrooms are tender, about 20 minutes.
Whisk the cornstarch and remaining 1/4 water together until smooth and creamy with no lumps.
Stir the slurry into the soup, return to a simmer, and cook until thickened, about 2-3 minutes.
Remove the pot from heat and stir in the cooked wild rice, heavy cream, chives, and lemon zest. Cover and let stand for 20 minutes.
Taste and season with sea salt and freshly cracked pepper, to taste, if needed.