Lots to catch up on here... !
AG, your shrimp bisque looks wonderful!!
Stock from the shells is definitely the way to go. If you add a splash of vinegar or a few oz of white wine to the water with the shrimp shells, you'll get extra flavor from them (you may have done that). This was one of my favorite things to make for my parents at the beach. To get it thick and creamy, I start with a roux (butter and flour, traditionally equal parts by weight, but I use roughly 1/4 c. butter & 1/3 c. flour per quart of liquid), cook it for a few minutes, then add the shrimp stock (add some, stir as it thickens, then add some more, stir as it thickens, and so on). When I'm out of shrimp stock I start adding milk/cream. I've used fat free half & half and then added a bit of heavy cream on top when serving.
With the shrimp stock for flavor, I don't add the shrimp until the bisque is otherwise done. I actually add the shrimp, stir, and pull the pot off the heat. That way the shrimp won't overcook!
A good trick to know with roux-thickened soups and sauces... if it doesn't come out quite thick enough, you can mix equal parts of butter and flour, then drop pea-sized bits into the simmering liquid. That generally works to thicken without making lumps.