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Cook the shrimp: Peel, devein, and, reserving 16 whole shrimp, coarsely chop remaining shrimp, reserving shells. Heat 1 tablespoon oil in a large Dutch oven over high heat. Season shrimp with 1/4 teaspoon each salt and pepper. Cook chopped shrimp until just opaque. Add remaining oil and shrimp shells to the pan and cook, stirring occasionally, until shells begin to brown. Add 1/4 cup bourbon and cook, stirring constantly, until reduced by half. Transfer shells and liquid to a bowl and set aside. Make the soup: Add 1 tablespoon butter to the pan and melt over medium heat. Add celery and fennel and cook for 10 minutes. Add onions, garlic, and remaining salt and pepper and cook until onions are soft. Add tomato paste and cook until it begins to coat the bottom of the pan. Add 1 tablespoon butter and melt. Add flour and cook, stirring constantly, to incorporate. Add wine, 5 cups water, broth, rice, herbs, and shrimp shells and bring to a simmer. Cook until rice is tender, about 35 minutes. Run soup and shells through a food mill, discard solids, and return to pan set over low heat. Add chopped shrimp, cream, and remaining bourbon and cook until heated through. Melt remaining butter in a small skillet over high heat and sauté the reserved shrimp until cooked through, about 4 minutes. Divide soup among 8 bowls, garnish with shrimp, and serve.