Heat olive oil in a large pot over medium heat. Add onion and garlic; sauté until soft, about 5 minutes. Stir in bell pepper and carrot; cook for 4 to 5 minutes. Add mushrooms; cook and stir until softened, about 2 minutes.
Pour in wine and simmer until slightly reduced, about 1 minute. Stir in diced tomatoes and vegetable broth. Bring sauce to a boil, then reduce the heat and simmer until flavors combine, 10 to 15 minutes. Stir in lentils, paprika, basil, oregano, mixed herbs, and nutmeg; cook until lentils are heated through, about 5 minutes.
