To prepare marinade, peel shrimp, reserving shells. Combine shrimp and next 8 ingredients (shrimp though garlic) in a large zip-top plastic bag; seal and marinate in refrigerator 30 minutes.
To prepare the shrimp stock, combine the reserved shrimp shells, water, wine and 1 tablespoon tomato paste in a large Dutch oven. Bring mixture to a boil. Reduce heat; simmer until the liquid is reduced to 1 cup (about 10 minutes). Strain mixture through a sieve over a bowl, and discard solids.
To prepare the soup, heat olive oil in a large Dutch oven over medium heat. Add onion and celery, and sauté 8 minutes or until browned. Add 1 cup shrimp stock, coconut milk, and 1 tablespoon tomato paste, scraping pan to loosen browned bits. Bring to a boil. Lightly spoon flour into a dry measuring cup, and level with a knife. Combine flour and reduced-fat milk in a small bowl, stirring with a whisk. Add to pan; reduce heat, and simmer until thick (about 5 minutes). Add shrimp and marinade, and cook 5 minutes. Stir in 1 tablespoon lime rind, 1 tablespoon cilantro, and salt.