In a large pot add both shrimp shells, lobster shells and roasted vegetables.
On medium heat saute for 5 minutes then deglaze with white wine and cook for 10 minutes.
Add 4 quarts water, bay leaves, thyme, tarragon, and saffron.
Reduce heat to low simmer and reduce by half. About 1 1/2 hours.
Once reduced by 1/2 in small batches add shells, broth, and vegetables to Vita-Mix blender and blend on high for 5 minutes.
Pass all through chinois or cheesecloth.
Make a small batch of roux (1/4 cup flour 1/2 cup melted butter). Add to medium size pot on medium heat, cook 1 minute then slowly whisk in broth and 3 tbs. cognac then reduce heat to low and cook for 30 minutes.
Fold in 2 micro fined lemons and 1/2 bunch fresh chopped tarragon.