Preheat the oven to 425°F (218°C).
Place the butternut squash cubes on a baking sheet and coat in olive oil, season with salt and pepper. Bake in the oven for 30 minutes.
While the butternut is cooking, prepare the shrimp by removing the shells and tails. Devein the shrimp and then cut into ½ inch pieces.Add shrimp pieces in a bowl and marinade with lemon zest salt, baking soda, and grated garlic.
Make the shrimp stock by adding tablespoon of olive oil in a pot on medium-high heat, add the shells and cook until they turn pink, around 2-4 minutes. Then add the tomatoes, bay leaf, 1 teaspoon of salt, peppercorns and 4 cups of water. Bring to a boil then simmer for 5 minutes. Strain the stock into a large bowl.
In that same pot, heat 2 tablespoons of olive oil, add your onion, celery and carrot, season with salt and pepper and saute for 7-10 minutes. Add the roasted butternut squash and the stock to the pot. Bring to a boil then simmer until all vegetables are soft. About 15-20 minutes.
Using an immersion blender, blend until smooth. Season to taste.
Add the shrimp mixture, heavy cream and lemon juice. Simmer on medium heat for 6-8 minutes.
To plate: serve in bowls with a small pour of cream for presentation, chives and microgreens.