Shrimp & Stock
In a large stockpot, combine the 1 quart water, quartered onion, 2 bay leaves, peppercorns, and 1 cup vermouth; bring to a boil over medium-high heat. Add the shrimp and cook until pink, 3 to 4 minutes. Strain through a colander set over a large bowl in the sink, reserving the liquid for later. Rinse the shrimp with cold water. Shell the shrimp, reserving the shells and cut the meat in half, setting it aside.

In the now empty stockpot, heat the olive oil over medium heat. Add the chopped onion, celery, and carrots and cook, stirring occasionally, until softened, 5 to 6 minutes. Add the shrimp shells and thyme and cook, stirring frequently, until the shells are lightly browned, 7 to 8 minutes. Add 1 quart of water, the reserved shrimp liquid, and 1 cup vermouth. Bring to a boil over high heat; then, reduce the heat and simmer for about 40 minutes. Strain through a fine-meshed strainer and reserve the shrimp stock.

Chowder
In another large stockpot over medium heat, melt the butter in the olive oil. Add the leeks and cook, stirring occasionally, until the begin to soften, 5 to 6 minutes. Add the onion, celery, and bay leaves and sauté for about 10 minutes.

Stir in the shrimp stock and potatoes and simmer until the potatoes are just fork tender but not overcooked, 12 to 15 minutes. Stir in the milk and chopped thyme and bring the mixture to a medium heat.

In a separate small saucepan, melt the 1½ sticks butter over medium-low heat. Whisk in the flour to form a roux, continuing to whisk it constantly until it thickens, about 2 minutes.

While constantly stirring, gradually add the roux to the chowder mixture, continuing until the desired thickness is achieved. Season to taste with salt and pepper. Stir in the shrimp and the white wine and simmer a few minutes longer. Remove the bay leaves. Ladle into heated bowls and garnish with chopped parsley.