This is an incredibly rare phenomenon that can appear in one in 50 million lobsters. There is quite a bit of literature on this phenomenon, so when we got the lobster we first wondered if the lobster could be "gynandromorphic".
When a lobster is gynandromorphic, it means that it has both a part that is female and a part that is male, and this is often the most common in such two-colored lobsters. This may be reminiscent of the term hermaphrodite, but the difference between species that are gynandromorphic and hermaphrodite is that hermaphroditism is a natural part of the species' biology. For example in blue steelhead and red bill. For species that are gynandromorphic, this is not natural, but rather incredibly rare. Such as on this lobster. Lobsters are usually dark brown/black in the shell, so such a unique case as this is seen as a "genetic abnormality" in the lobster's biology.
Furthermore, the color difference in individuals that are gynandromorphic can be split in the middle, as on this lobster, but what is a little extra special here is that this one looks like a female. So we are not 100% sure if this is actually gynandromorphic after all, but this could be interesting to find out.
Did you also know that in the USA such lobsters are called "Halloween lobsters" because that the color division is black and orange/red?