Prepare the shrimp by cleaning and deveining it. Put the shrimp shells in a medium saucepan with the wine and water and bring to a boil over high heat. Reduce the heat and let simmer 20 minutes. Pour the liquid through a fine strainer and into a large bowl. Discard the shells. Add enough water to the broth to make about 4 cups of liquid.
Next, prepare the remaining ingredients. Heat the olive oil in a large sauté pan over medium heat. When it's hot, add the leeks and cook, stirring occasionally, until tender but do not allow them to reach the point of becoming browned, 5 minutes. Add the garlic and stir while cooking for 1 minute.
In the same sauté pan, add the shrimp and cayenne pepper, and sauté for 3 minutes. Pour in the cognac and gently simmer for 3 minutes. Now, you can remove the shrimp and leeks with a slotted spoon and place them in a food processor. Process them to purée until smooth.
Add the tomatoes to the same sauté pan and cook until they've broken down into a sauce, 10 minutes. Add the butter to the sauce and stir until melted. Then whisk constantly, sprinkle the flour in and cook for 1 minute.
Turn the temperature to low and pour in the light cream and cook, stirring to the bottom of the pan constantly, until the sauce thickens.Enjoy Shrimp Bisque!