In a large saucepan over medium-high heat, heat coconut oil. Add bell pepper and onion and cook, stirring occasionally, until just starting to turn tender, 3 minutes. Add mushrooms and curry paste and cook, stirring to toast curry paste slightly, 1 minute.
Pour in coconut milk, broth, and 2 teaspoons salt. Bring to a boil, then reduce heat to a simmer and stir in zucchini, chicken, and lemon juice. Cook just until heated through, 2 minutes.
Serve immediately, topped with cilantro.
