Place the lemongrass stalks and coriander in dampened cheesecloth and tie together with kitchen twine. Set aside.
Heat oil in a medium stockpot over medium-high heat. Add onions and bell peppers, and saute 2 to 3 minutes, or until softened. Add garlic and ginger and cook, stirring constantly, for about 2 minutes. Add the spice bag, shrimp stock, and Scotch bonnet pepper. Season the soup with the salt and pepper. Bring to a simmer and cook for about 10 minutes.
Add the shrimp and diced lobster meat and simmer for an additional 4 to 5 minutes just until the seafood is cooked through. Stir in the coconut milk, lime juice, and chopped cilantro and cook 2 to 3 minutes or until heated through. Remove the spice bag from the soup and ladle into warmed soup bowls. Garnish with fresh cilantro sprigs and serve immediately.
Yield: about 2 quarts