Peel shrimp. Set meat aside. Keep all shells and heads.
Simmer shells and heads with celery, onion, butter, thyme, bay leaf, and pepper in water for 20 minutes. Strain and set aside.
Melt butter with olive oil in a wide pot. Add onion, shallot, celery, and thyme. Cook until softened.
Add paprika, cayenne, red pepper flake, celery seed, and tomato powder. Stir and cook 1 minute.
Lower heat. Add flour and whisk into aromatics. Cook on low for 2 minutes.
Add strained fumet gradually, whisking as you pour. Simmer until thickened.
Blend with immersion blender, then blend again in stand blender. Return to pot.
Stir in cream and a bay leaf. Season with salt and pepper. Keep on low heat.
Melt butter in a small pan. Add chives, bay leaf, and peppercorns. Add wine, then shrimp. Season with salt, lemon zest, and juice. Cook until just pink. Remove from heat.
Ladle bisque into warm bowls. Add shrimp and pan sauce. Finish with black pepper and serve.