Place the shrimp shells and seafood stock in a large saucepan.  Simmer for 15 minutes.  Strain and reserve the stock, adding enough water to make a total of 3 3/4 cups.

Heat a small saucepan or grill pan over medium heat.  Add a drizzle of olive oil and sauté the 6 garnish shrimp until cooked through with a golden edge.  Set aside.

Meanwhile, heat the olive oil in a large pot or Dutch oven.  Add the chopped leeks and cook them for 10 minutes over medium-low heat, or until the leeks are tender but not browned.  Add the chopped garlic and cook 1 more minute.  Add the cayenne pepper & shrimp.  Cook over medium to low heat for 3 minutes, stirring occasionally.  

Add the brandy or cognac and cook for 1 minute, then the Madeira wine or dry sherry and cook for 3 minutes longer.

Transfer the shrimp and leeks to the bowl of a food processor fitted with a steel blade and process until coarsely pureed.  Alternatively, transfer the shrimp and leeks to a deep bowl and roughly blend with an immersion blender.  Set aside.

Using the same pot or dutch oven, melt the butter.  Add the flour and cook over medium-low heat for 1 minute, stirring constantly with a wooden spoon.  Add the half-and-half and cook, stirring constantly with a whisk, until thickened, about 3 minutes.

Stir in the pureed shrimp, the stock, tomato paste, salt & pepper and heat gently until hot but not boiling.  Season to taste.  Serve immediately garnished with fresh parsley, a sprinkling of fresh ground pepper and 1 grilled shrimp.