Peel, devein, and chop half of the shrimp (keep the other half whole). Save the shells.
Heat 1 tablespoon olive oil in a large, sturdy bottomed pot over high heat. Season the chopped shrimp with salt and pepper. Cook the chopped shrimp, stirring often until just cooked through, about 4 minutes.
Add remaining 1 tablespoon of the butter and the shrimp shells to the pot and cook, stirring occasionally, until shells turn pink and start to brown. Stir 1/4 cup bourbon into the shrimp and shells and cook until the liquid has reduced by half. Transfer the shrimp, shells, and liquid to a separate bowl.
To the pot, add 2 tablepoons butter and the chopped celery. Cook over medium high heat until beginning to soften, about 10 minutes, stir in the onions and cook for an additional 15 minutes before stirring in the garlic and tomato paste. Season with salt and pepper.
Cook the vegetable mixture over medium heat, stirring often, 5 minutes more, before stirring in the all-purpose flour. Cook, stirring, until the flour is combined and bubbling, about 5 minutes.
Stir in the wine, chicken broth, 5 cups water, rice, thyme leaves, and the reserved cooked shrimp, shells, and cooking liquid. Bring the mixture to a simmer.
Cook the mixture ove medium low heat, about 40 minutes. Using a blender in batches or a food mill, blend the soup (shells and all) until smooth, and strain out the solids with a sieve. Return the smooth, strained soup to a pot and stir in the heavy cream and 2 extra tablespoons bourbon. Simmer until warmed throughout.
Saute the reserved whole shrimp in a separate pan in 1 tablespoon butter over medium high heat, until cooked, about 5 minutes.
Divide the soup into bowls, topping evenly with the sauteed whole shrimp, a drizzle of cream, and chopped chives.
Serve and enjoy.