Heat the olive oil in a medium saucepan over medium-high heat. Add the shallots and cook until soft, about 3 minutes. Add the mushrooms, season with salt and pepper, and cook until the liquid from the mushrooms evaporates, about 15 minutes. Add the garlic and cook 1 minute. Add the madeira wine and cook 2 minutes, scraping up any browned bits. Add the broth and thyme; simmer gently, stirring occasionally, about 30 minutes.
Discard the thyme sprigs. Stir the hummus into the soup. Transfer half of the soup to a blender and puree (remove the filler cap to let steam escape), then return to the saucepan and simmer 15 more minutes. Remove from the heat, stir in the lemon juice and season with salt and pepper. Mix the lemon zest, parsley and scallions in a small bowl. Ladle the soup into bowls and top with the yogurt and lemon-parsley mixture.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.