Melt 2 Tbsp. butter in a Dutch oven over medium heat. Add shrimp shells and cook, stirring, for 3 minutes. Add 2 cups water and wine and bring to a boil. Cover and simmer for 15 minutes. Pour liquid through a fine strainer set over a large bowl, pressing hard to extract as much liquid as possible; discard solids and set aside broth. Wipe out Dutch oven.
In same Dutch oven, melt remaining 4 Tbsp. butter over medium heat. Add onion, carrots, celery, bay leaf, salt and cayenne and cook, stirring, until softened, about 10 minutes. Add rice and strained liquid from shrimp shells and bring to a boil. Reduce heat to low, cover and simmer for 20 minutes or until rice is tender. Discard bay leaf. Add shrimp and cook, stirring, until pink and cooked through, about 2 minutes. Remove from heat. Set aside 16 shrimp for garnish. Stir in tomatoes.
Puree mixture in a blender in small batches until smooth. (Soup may be prepared to this point up to 1 day ahead; cover and refrigerate.)
Return mixture to Dutch oven and stir in cream. Bring bisque just to a boil, stirring, over medium heat. To serve, ladle into bowls and garnish with 2 reserved shrimp per serving.