Peel and devein shrimp, reserving the shells. Cut the shrimp into 3/4-inch pieces; cover and refrigerate.Advertisement
Combine the shrimp shells with about half the onion, all the carrot, celery, wine, peppercorns and bay leaf in a large heavy saucepan. Add water and simmer over low heat for about 30 minutes. Strain through a sieve, pressing on the solids to extract all the juices; discard the solids. Measure the shrimp stock and add water, if necessary, to make 1 1/2 cups.
Heat oil in the same pan over medium heat. Add mushrooms, bell pepper, scallions, parsley and the remaining onion. Cook, stirring, until the mushrooms are soft, about 5 minutes. Sprinkle with flour and cook, stirring constantly, until it starts to turn golden, 2 to 3 minutes. Slowly stir in milk and the shrimp stock. Cook, stirring to loosen any flour sticking to the bottom of the pot, until the soup returns to a simmer and thickens, about 5 minutes. Add the reserved shrimp and cook until they turn opaque in the center, about 2 minutes more. Add sour cream, sherry and lemon juice; stir over low heat until heated through--do not let it come to a boil. Taste and adjust seasonings with salt, pepper and hot sauce.
Make Ahead Tip: Cover and refrigerate for up to 1 day.
1 starch, 2 lean meat, 1 fat