For lobster soup you need live lobsters. Once dead, lobster meat deteriorates and becomes quickly unusable. Because most of the lobster’s flavor is in the shell, tomalley, and coral, frozen lobster tails aren’t much good for making soup unless you’re preparing an Asian-style soup where the crustacean shells aren’t needed for making the broth.
Until recently, live lobsters were difficult to find anywhere except on the East Coast, but now they are available in fancy supermarkets all over the country. People who live in large cities also have the advantage of being able to find surprisingly inexpensive lobster in ethnic markets; Chinese markets are usually the best source.