for the Lobster Stock:
Heat the butter in a large stainless steel pot. When it is hot, add the onion and leek and sauté for 2 to 3 minutes, until they begin to brown. Add the reserved lobster-steaming liquid and stir to loosen all the particles on the bottom of the pot. Add the lobster shells and bodies, tomatoes, white wine, thyme, paprika, bay leaves, garlic, salt, and water. Bring to a boil, reduce the heat, and cook gently for 1-1/2 hours. Strain the stock through a very fine strainer. Reduce the stock to 8 cups.
To Finish The Soup:
Mix the butter and flour together with a whisk in the bowl. Gather this kneeded butter -a beurre manie- on the whisk and add it to the stock, whisking it so it dissolves well. You should not have any lumps. Bring to a boil, add the cayenne and salt and simmer for 3-4 minutes. If there are any lumps, strain and return to the pot. Add the cream and cognac and heat briefly (it doesn't need to come back to a boil). Serve the soup in hot bowls, sprinkled with the lobster roe, if you have it.
Preheat oven to 375 degrees. Spread the roe on a small cookie sheet and bake for 12-15 minutes, until dry and red. Crumble in a spice grinder or with a mortar and pestle. Set aside for garnish.
Go to full version of