Sauté leeks ( for cleaning them), onions, garlic, and carrots in butter until lightly browned. Stir in flour. Add bay leaf, parsley, and thyme. Add wine, clam juice, water, Cognac, and salt. Add the shrimp and bring to a boil. Turn off heat and let stand about 8 minutes. Remove shrimp. Shell when cool enough to handle. Put the shells