In a medium bowl, combine the cubed chicken, 1 teaspoon of the salt, ½ teaspoon black pepper, and 2 tablespoons of the cassava flour. Toss until the chicken is evenly coated.
Heat the oil in a large pot or Dutch oven over medium-high heat. Add the chicken to the bottom of the pot and cook until a golden brown crust has formed, about 3 minutes per side. Transfer to a plate and set aside. The chicken does not need to be fully cooked at this point as it will continue to cook in the stew later.
Add the onion, carrot, celery, mushrooms, garlic, and remaining 1 teaspoon salt and 1/2 teaspoon pepper and cook, stirring, until the veggies are tender, about 4 minutes.
Reduce the heat to medium and sprinkle the remaining 2 tablespoons of cassava flour into the bottom of the pot, stir until well combined with the veggies and lightly toast, about 2 minutes.
While stirring, slowly pour in the white wine. Once incorporated, continue stirring, while slowly pouring in the chicken broth. Add the coconut milk and stir to combine.
Add the chicken back into the pot along with the potatoes, parsley, rosemary, thyme, dried sage, and cayenne pepper and stir to combine. Bring the soup to a light simmer, cover, and cook until the chicken is cooked through and the potatoes are tender, 15 to 20 minutes.
Uncover and let simmer, uncovered, for 5 to 10 more minutes to thicken a little more. Remove from the heat and stir in the lemon juice.
To serve, ladle into bowls and garnish with fresh thyme leaves, if desired.