In a heavy-bottomed saucepan or Dutch oven, melt the unsalted butter over medium heat.
Add the minced onion and celery, cooking until softened and translucent, approximately 6 minutes.
Whisk in the flour, Old Bay seasoning, and dry mustard to create a roux, cooking for 2 minutes while stirring constantly.
Gradually stream in the whole milk and heavy cream while whisking vigorously to prevent lumps.
Bring the liquid to a light simmer and cook until thickened, about 5 to 7 minutes.
Incorporate the dry sherry and Worcestershire sauce into the base.
Gently fold in the lump crab meat, ensuring the large chunks remain intact.
Reduce heat to low and simmer for 5 minutes until the crab is heated through.
Adjust seasoning with salt and white pepper as needed.
Garnish with fresh parsley before serving.