Heat oil in large saucepan over medium heat until just shimmering. Add lemon grass, shallots, cilantro, and 1 tablespoon fish sauce; cook, stirring frequently, until just softened, 2 to 5 minutes (vegetables should not brown). Stir in chicken broth and 1 can coconut milk; bring to simmer over high heat. Cover, reduce heat to low, and simmer until flavors have blended, 10 minutes. Pour broth through fine-mesh strainer and discard solids in strainer. Rinse saucepan and return broth mixture to pan. Return pan to medium-high heat. Stir remaining can coconut milk and sugar into broth mixture and bring to simmer. Reduce heat to medium, add mushrooms, and cook until just tender, 2 to 3 minutes. Add chicken and cook, stirring constantly, until no longer pink, 1 to 3 minutes. Remove soup from heat. Combine lime juice, curry paste, and remaining 2 tablespoons fish sauce in small bowl; stir into soup. Ladle soup into bowls and garnish with cilantro, chiles, and scallions. Serve immediately with lime wedges.