Begin by cleaning the shrimp and set aside all the shells and heads in a separate container. In a medium pan, put half the amount of olive oil and heat over medium heat. Then add the shells and heads and sauté everything until you get a strong orange colouring - estimated time is about 4 minutes.
Add the onion and carrot cut into cubes to the mixture. Add the cognac and let it evaporate. Add skinless, seedless tomatoes, finely chopped, and thyme, and cook for another 5 minutes. Add water, reduce heat to a minimum and cook for about 40 minutes.
Remove the pan from heat, puree everything gently with a blender and run through a fine mesh strainer. Return the pan to low heat so that it reduces about 2/3 of the initial amount. Before serving, add the cream and tarragon. Blend again and reheat without boiling.
Season the shrimp with salt and pepper. In a frying pan heat the remaining portion of olive oil and add the previously cleaned shrimp. Cook the shrimp on both sides until they get an orange shade, about 1 minute on each side.
Finally, add the Casa D'Almear Riesling white wine and let it evaporate slowly. When the desired evaporation is achieved, turn off the heat, add the butter and the lemon juice.
Start by bringing the tarragon leaves to a boil and cook for 30 seconds. Then remove all the leaves from water and place them in a container with water and ice. Drain the tarragon leaves very well, add the oil and salt and mash everything. Allow the mixture to strain slowly overnight using a thin cloth.
Soak the saffron strings in hot water in a small container, for about 10 minutes. Put the garlic, lemon juice, salt and egg yolks in a blender. Mix well to combine all ingredients. Add saffron and water to the mixture and mix again until smooth. With the blender running, slowly add the olive oil in a steady stream until a consistency similar to mayonnaise is obtained. Lastly, rectify lemon juice and salt if necessary.