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1
Heat the oil in a large pot over medium-high heat.
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2
Add the shrimp shells, stirring until they turn pink.
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3
Add the wine, and boil, stirring frequently, until most of the liquid has evaporated.
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4
Add the water and bay leaf and simmer, uncovered, for 20 minutes.
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5
Pour the stock through a fine sieve into a bowl, pressing on the shells to squeeze out the liquid, and then discard solids.
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6
In a second large, heavy pot over medium-high heat, cook the shrimp with a sprinkling of salt in 1 tablespoon of the butter, stirring frequently, until they are just cooked through, 3 to 4 minutes.
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7
Using a slotted spoon, transfer the shrimp to a bowl.
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8
Add another tablespoon of the butter to the pot, and cook the bell pepper and zucchini until tender and lightly golden, about 4 minutes; transfer the vegetables to another bowl, and season lightly with salt and black pepper.
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9
Set aside.
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10
Add the remaining 2 tablespoons of butter to the pot, then add the onion, celery, and carrot, and cook, stirring, until the vegetables are softened, 4 to 5 minutes.
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11
Stir in the rice, tomato paste, 1 tablespoon of the tarragon, the brandy, cayenne, salt, and shrimp stock, and simmer, covered, until the rice is tender, about 20 minutes.
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12
Set aside twelve shrimp, and stir the remaining shrimp into the bisque.
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13
Puree the bisque in batches in a blender, then pour into another pot.
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14
Stir in the cream, and cook the bisque over low heat until heated through (do not boil).
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15
Stir in the lemon juice, remaining tablespoon of tarragon, and salt to taste.
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16
Cut the reserved shrimp into 1/4 inch dice, toss with the bell-pepper-and-zucchini mixture, then evenly divide among bowls as a garnish for the bisque.
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17
Top with a sprinkling of chives, and serve.
