MAKE THE STOCK: In a large stockpot over medium-high heat, heat the olive oil. Add the onions, celery, carrots, salt, and black pepper. Cook, stirring, until the vegetables are soft, about 5 minutes. Squeeze the lemon halves over the pot and add the lemon shells. Add the water, shrimp shells, peppercorns, thyme, bay leaves, and garlic and bring to a boil, then reduce the heat to medium and simmer, uncovered, for 1 hour. Remove from the heat and strain through a fine-mesh sieve, reserving the stock. Set aside.

MAKE THE BISQUE: In a large, heavy Dutch oven or pot, heat the olive oil over medium-high heat. Add the onions, celery, carrots, 1 teaspoon of the salt, and 1/4 teaspoon of the cayenne. Cook, stirring, until the vegetables are soft, about 6 minutes. Add the herbs, tomato paste, and brandy and cook, stirring, for 2 minutes. Add the shrimp stock and bring to a boil. Reduce the heat to medium and simmer for 1 hour. Season with the remaining salt (to taste - you may not need all of it) and 1/4 to 1/2 teaspoon additional cayenne, also to taste.

Make the beurre manié by combining the softened butter and flour in a small bowl and kneading it with your fingers until you have a smooth paste. Add the mixture a tablespoon at a time to the pot, whisking after each addition. Cook for 5 minutes, then slowly pour in the cream, whisking constantly. Add the shrimp and stir to mix. Bring to a gentle boil and cook for 15 minutes.

Remove from the heat and stir in the green onions and parsley. Ladle into soup bowls to serve.