Heat 1 tbsp olive oil over medium heat in a large saucepan.
Add reserved shrimp shells and saut stirring for 5 minutes.
Add stock, vermouth, and bay leaf.
Bring to a boil, reduce heat and simmer 25 minutes then strain stock into a bowl.
Heat remaining olive oil in the same saucepan over medium heat.
Add onion, carrot, and garlic, and saut 5 minutes.
Add tomatoes paste and cayenne, blending well.
Add tomatoes with juices and shrimp stock.
Simmer 5 minutes.
Melt butter in a large skillet over medium heat and add shrimp.
Saut 2 minutes and remove from heat.
Add brandy and carefully ignite.
After the flames subside, return pan to heat and saut shrimp 2 more minutes, or until cooked through.
Place 6 shrimp in a bowl and set aside.
Mix remaining shrimp into soup.
Add cream to skillet, bring to boil and add to soup.
In a food processor or blender, puree soup in batches; strain through a coarse sieve, set over a large saucepan, pushing through most of the solids with a wooden spoon.
Bring to a simmer and season to taste.
Ladle into bowls, topping each bowl with one reserved shrimp.
Ready in 1 hour.