In a large saute pan, melt the 4 tablespoons butter. Stir in the flour, stirring constantly and cook for 3 to 4 minutes. Add the onions and celery and cook for 2 minutes. Stir in the milk and oyster liquid. Season the mixture with salt, cayenne and black pepper. Bring the liquid up to a simmer. Simmer the liquid for 3 to 4 minutes. Add the oysters, garlic and parsley. Bring the liquid back up to a simmer and cook for 3 to 4 minutes, or until the oysters curl. Stir in the remaining 2 tablespoons butter and remove from the heat. Ladle the soup into the terrine.