Don't buy one large lobster. They're usually more expensive per pound and may not fit in your steaming equipment. Stick with two smaller ones. If you want the roe ask your fish monger for females.
Use a steaming vessel big enough to adequately hold the lobsters. I have one of those old, inexpensive, ceramic covered steamers about 14 inches across. Place the six cups of water in the steamer, cover it, bring to a strong simmer/mild boil, and add the lobsters. They will take about 12-14 minutes. When done, remove the lobsters and allow them to cool. Take the steamer off the heat and hold the water in reserve.
Remove the meat from the lobsters. When opening the claws and twisting off the tail fluid will be released. Do this over the reserved water to recapture some of the juices.
To remove the meat from the tiny legs, cut them off at the joint nearest the body. Lay them on a cutting board and with a rolling pin, squeeze out the elongated nugget of meat. Chop the tail and claw meat into bite size pieces, combine with the leg meat and reserve.
If desired, remove the tomalley and roe and reserve. Remember, the cooked roe will be more solid than from a raw lobster. Cut it into little pieces and sprinkle it into the soup with the tomalley at the end.
Place the shells from the claws, tail, and legs in a large bowl. Break up the tail shells into pieces about the size of the claws. Remove the outer shell from the main body of the lobster and add it to the other shells. Discard the inner body of the lobster.
Heat the olive oil in a stockpot. Add the lobster shells and sauté 5-10 minutes, stirring frequently. Add the wine, deglaze the pot, and reduce the wine by at least half. Add the reserved water and all of the remaining ingredients.
Cover, bring to a very gentle simmer and cook for 45 minutes. Normally stock is simmered uncovered to reduce it but we'll concentrate it later when making the actual soup. (The clam juice is my "secret ingredient;" an insurance to keep the seafood flavor on a par with the richness).
Strain the stock into an ample bowl, first through a colander or coarse strainer to remove the large pieces. Re-strain it through several layers of cheesecloth and reserve. Discard all the solids.
You now have flavorful lobster stock. Hurray, now you can make the bisque.
For the bisque:
Melt the butter in a soup pot over low to medium heat.
Cook the onion, celery, carrot, thyme, bay leaf, salt and pepper until the vegetables soften. Do not brown the vegetables or you'll discolor the final soup.
Add the tomato paste and sauté it for a minute or two, frequently stirring.
Pour in the brandy and ignite it with a long kitchen match and flambé. Stir until the flames subside. (Be careful not to burn yourself)
Add the flour and cook for a minute or two. Slowly whisk in the reserved lobster stock. Gently simmer on low heat, uncovered, for 45 minutes.
Add the cream and simmer for another 5 minutes.
Strain the soup through a fine strainer into a new pot, discarding the solids.
Add the reserved lobster meat and return the soup to the stove, just long enough to warm up the meat.
Add the tomalley and roe if you wish and serve.