For the bisque:
Peel and devein shrimp, reserving shells.
Place the shrimp shells and chicken stock in a large stockpot. Bring to a boil. Reduce heat and simmer for 15 minutes.
Strain and reserve the stock. Add enough water to make 3 3/4 cups. Discard shells.
Heat the olive oil in the same stock pot.
Add the leeks and cook for 10 minutes over medium-low heat until the leeks are tender but not browned.
Add the garlic and cook 1 more minute.
Add the cayenne pepper and shrimp and cook over medium to low heat for 3 minutes, stirring occasionally.
Add the Cognac and cook for 1 minute, then the sherry and cook for 3 minutes longer.
Transfer the shrimp and leeks to a food processor or blender and process until coarsely pureed. If using a blender, you may need to add a small amount of stock for a smoother puree.
Wipe out pot and return to burner. Melt the butter.
Add the flour and cook over medium-low heat for 1 minute, stirring with a wooden spoon. Gradually add the heavy cream and cook, stirring with a whisk, until thickened, about 3 minutes.
Stir in the pureed shrimp, the stock, tomato paste, salt, and pepper and heat gently until hot but not boiling. Season, to taste, and serve hot.
For the croutons:
Preheat oven to 350 degrees.
Arrange bread cubes in a single layer on a baking sheet. Drizzle with half of the olive oil. Stir bread cubes and drizzle with the other half of the oil.
Combine spices. Sprinkle one side of the cubes, stir, and sprinkle cubes with the remaining spices.
Bake for 15 minutes. Stir croutons, and bake for an additional 15 minutes or until croutons are toasted and dry.
Allow croutons to cool. Store in an airtight container.