Heat oil in a large pot over medium heat. Add mushrooms and onion; cook and stir until mushrooms brown and onion is soft, about 5 minutes. Add chicken thighs; cook and stir until no longer pink in the center, 5 to 8 minutes.
Pour chicken stock, coconut milk, quinoa, and half-and-half into the pot. Stir in tomato paste, lemongrass paste, red curry paste, sambal, fish sauce, and Worcestershire sauce. Simmer until flavors combine, about 30 minutes. Stir in roasted red pepper.
Mix water and cornstarch together in a small bowl until no lumps remain. Pour into the pot; stir soup until slightly thickened, about 5 minutes.