Defrost COLDWATER SHRIMPS, keeping thawed water. Peel shrimps, remove the heads and keep shells and heads aside for the sauce preparation. Heat olive oil in the skillet. Roast shrimp heads and shells to redness and the typical "strong" shrimp odor.
Cut vegetables into pieces. Crash garlic with a flat side of a knife.
Add half of the prepared butter to the shrimp shells and heads, stir and cook for 1-2 minutes, and then add vegetables. Keep roasting and stirring for another 4-5 minutes, add tomato paste and brandy, stirring intensely for two more minutes. Pour wine and thawed water, left after defrosting shrimps (there will not be a lot of it). Cover with lid and simmer for 20 minutes. Add the basil, pepper, salt and paprika. Cook over low heat for another 10 minutes.
Drain off the resulting thick broth into the pan, wring shrimp shells and vegetables. Filter the sauce and keep it on the low heat to evaporate nearly by half. Heat the cream in a separate saucepan and also evaporate it to nearly 1/3.
Combine cream and shrimp sauce.
To prepare the quenelles whip shrimps in a blender into puree. Heat the butter in a small dipper over a low heat, add flour and stir until flour and butter compound, pour the milk and mix. Remove from heat and add egg yolk. This is panada for thickening quenelles.