Sweat onions and carrots in butter.
Add shrimp, bay leaf, thyme, and parsley. Sauté until shrimp turns red.
Add tomato paste and cook for 3-5 minutes.
Deglaze with wine and brandy. Reduce by one half.
Remove shrimp and peel and devein them. Save meat for garnish and return shells to pot.
Add velouté and stock. Simmer for 15 to 20 minutes.
Strain soup through fine sieve and return to heat.
Warm the cream and add to the soup.
Correct seasoning with salt and pepper. Add Old Bay as desired.
To serve, ladle soup into bowls and add diced shrimp and parsley.