In a large, heavy pot, melt the butter. Add onions, peppers, garlic, salt, and cayenne. Cook, stirring frequently, until vegetables are tender, about 10 minutes.
Add wine, scraping up any pieces stuck on the bottom of the pan. Add heavy cream and lower heat to simmer.
In a small bowl, temper the egg yolks by mixing a little bit of the hot cream sauce with them. Pour the mixture into the pan and stir.
Turn up the heat, add Worcestershire sauce and hot sauce. Simmer until the sauce thickens, about 2-3 minutes. Stir in crab meat, being careful not to break it up.
Garnish with scallions and fresh parsley. Serve with sliced baguette or toasted bread and a poached egg on top. Enjoy!