Whisk the wine and tomato paste together in a medium saucepan to dissolve the paste. Add the chicken broth, bay leaf, rosemary, thyme, fennel seeds, cayenne, celery seeds, paprika and 1 teaspoon salt. Bring to a boil over medium-high heat; reduce the heat and simmer until slightly reduced and very flavorful, about 15 minutes.
Strain into a clean pot. Add the lemon zest, lemon juice and coconut milk and bring to a simmer. Add the shrimp; simmer until just cooked through, about 3 minutes. Remove from the heat and stir in the butter until melted. Add salt to taste.