Step 1Heat the oil in a large saucepan over medium heat. Cook the carrots, onion, celery, bell peppers, oregano, thyme, basil, bay leaves and parsley until softened, 15 minutes.
Step 2Add the wine and reduce by half, about 3 to 4 minutes. Add the tomatoes, cayenne and black pepper. Add the water. Simmer until the vegetables are very tender, 45 minutes. Puree the soup in batches and return to the saucepan.
Step 3Blend the butter and flour together with your fingertips. Whisk the mixture into the pureed soup and bring to a boil. Add the shrimp, cream and hot pepper sauce and bring to a simmer. Cook 1 to 2 minutes more.