Melt butter in heavy large Dutch oven over medium heat. Add shrimp and sauté until just cooked through, about 4 minutes. Using slotted spoon, transfer shrimp to bowl.
Add celery, onion, carrot, tarragon and lemon peel to Dutch oven. Sauté until vegetables are soft, about 8 minutes. Add white wine and brandy and boil 2 minutes. Add shrimp stock, whipping cream, rice and tomato paste. Cover pot and simmer until rice is very tender, stirring occasionally, about 20 minutes.
Purée soup in batches in blender. Return to Dutch oven. Place all but 6 shrimp in blender. Add 3 cups soup and blend until shrimp are coarsely chopped. Add to soup.