Remove the heads from the shrimp and peel away the shells but keep both for the stock.
Heat the oil in a heavy-bottomed pan.
Add the shrimp heads and shells, cook over medium heat, stirring often, until they are brown.
Add the onion, carrot, and celery and cook gently until the onions soften.
Add the bouquet garni, tomato paste, and lemon juice.
Add the water stirring in gently and bring to a boil.
Reduce heat to simmer, cover with saucepan lid, and continue to simmer for another 30 minutes.
Strain the liquid through a sieve.
Melt the butter in a heavy-bottomed pan.
Stir in the flour with a whisk and cook gently until golden in color.
Stir in the brandy.
Gradually stir in about half of the shrimp soup, using a whisk to keep the mixture smooth.
Whisk in the remaining shrimp liquid.
Simmer for about 5 minutes then strain into another saucepan if a smoother consistency is desired.
Stir in the cream, then stir in the reserved shrimp and cook for a few minutes stirring frequently.
Serve with some of the reserved shrimp to garnish.