Heat 3 tablespoons olive oil in a large pot over medium heat and melt the butter into it. Then add the shrimp shells, the leeks, celery, carrots, 3 sprigs thyme, the bay leaf, orange zest, and tomato paste. Cook, stirring every now and then, until the shells are red and the vegetables are soft, about 10 minutes.
Take the pot off the heat and carefully pour in the brandy. Ignite the brandy with a long kitchen match and let burn until the flame subsides. Return the pot to the heat, sprinkle in the flour, give it a stir, and cook for another 2 minutes. Now add water to cover and deglaze, scraping up all the browned bits on the bottom of the pot with a wooden spoon. Add the cream and bring to a boil. Immediately turn the heat down to low and gently simmer until the soup is reduced and thickened, 30 to 45 minutes. Strain into a clean pot and season with salt and pepper.
Chop the shrimp. Return the bisque to a simmer, add the shrimp and cook 2 to 3 minutes just to cook the shrimp through. Give the bisque a final taste for seasoning, pour it into warmed soup bowls and serve garnished with the orange zest and chives.