Bring a medium sized pot to medium-high heat and coat with non-stick cooking spray. Add minced shallot and cook for 1 minute. Add potato and broccoli cooking for about 2-3 minutes to caramelize.
Add chicken broth and thyme to the pot. Season with some salt and pepper. Bring to a boil. Cover pot, reduce heat to medium and cook for about 15 minutes or until potatoes and broccoli are tender. Remove from heat and use a hand-held immersion blender to puree soup base.
Place the pot back on medium low heat and add cream cheese, sour cream, and half & half. Stir regularly until ingredients are well incorporated and soup is creamy.
Add shrimp and cook for another 3-4 minutes, or until shrimp are cooked through. Be very careful not to over cook -- they are done when they turn pink. If you over cook, they will be rubbery.
Check for seasoning, add salt and pepper to your taste if needed.
Remove from heat and serve with some fresh parsley as garnish.