Pour 1/2 cup of the marsala wine into a small saucepan and heat on medium until it starts to boil.
Place the dried mushrooms in a heat resistant bowl and pour the warm marsala wine & 1 cup of boiling water over.
Place a plate just smaller than the circumference of the bowl over the warm mixture to keep the mushrooms from floating to the top. Leave to re-hydrate for at least 30 minutes.
In a 5 quart pot, melt the butter. Add the shallots and cook on medium until translucent.
Add the button mushrooms and sauté on medium for five minutes, stirring.
Drain the dried/re-hydrated mushrooms in a colander with a bowl underneath to reserve the mushroom broth.
Add the re-hydrated mushrooms to the pot and sauté for another five minutes.
Deglaze the pot with the other ½ cup marsala wine & the white wine.
Add 1/2 cup of the mushroom broth to the pot, put the remaining broth aside. Bring to a simmer.
Cover the mushroom mixture with the cream and milk.
Bring to a simmer for 20 minutes, stirring.
Take the pot off the heat and add the sherry vinegar.
Puree soup in blender in batches until smooth. If the soup is too thick for your taste, add more of the reserved mushroom broth.
Season with salt to taste.
Garnish with chervil if you have it, if not chives will do just fine.