Twist off heads and peel the shrimp. Reserve the heads and shells and chop them for 30 seconds in a food processor. Devein the shrimp if necessary and refrigerate until needed.
Cook the onion in butter in a 4-quart pot over medium heat until it turns transulent, about 10 minutes. Add the chopped shrimp heads and shells, the tomatoes, wine and the broth. Cover the pot and simmer gently for 30 minutes. Strain the shrimp broth, discard the solids that don?t go through the strainer, and reserve the broth.
Combine 2 cups of the shrimp broth with the rice in a small saucepan. Cover the pot and simmer the mixture gently, for about 30 minutes, until the rice is completely cooked - in fact overcooked and mushy.
Puree the rice mixture, butter and remaining shrimp in a blender or food processor for 2 minutes. Combine the mixture with the rest of the shrimp broth. Bring the shrimp broth/ rice mixture to a simmer, whisk in the cream, and strain through a fine-mesh strainer into a clean pot. Bring the soup back to a simmer, add the shrimp cubes, and season with salt and cayenne, to taste.
If the soup seems too thick, you may have to dilute it slightly with a small amount of broth or water. Serve in hot bowls and sprinkle with chervil an parsley.