Place the carrots, leeks and onions in a large pot of cold water and bring to the boil, then place the lobsters in the water and bring back to the boil. When they lobsters are pink, remove them from the water and allow to cool. Crack open the lobsters and remove the meat and set aside.
Place the lobster shells in a large tray and put in pre-heated oven at 180ºC and roast until their colour has deepened. Then place in a pot with a large tablespoon of the butter. Stir in the paprika and cayenne and cook the shells over a medium heat until they are deep red. Add the sherry and bring to the boil and burn off the excess alcohol with a flame. Pour in the cream and milk and bring back to boil.
Reduce the heat and simmer about 25 minutes and strain the lobster shells from the soup. Season with salt and pepper and put half the lobster meat in. Blend the soup until it is smooth and place in a pot and bring back to just under a boil.
To make the puff pastry croutons. Roll the pastry on a lightly floured surface and cut into 6 circular shapes about 4 cms in diameter and chill in the fridge for 20 minutes. Then place on a baking sheet and bake in a pre-heated oven at 200º for 8-10 minutes until they have risen and are golden.
To serve, put some lobster meat in the bottom of a bowl, pour the hot soup on top and garnish with one of the crispy croutons in the centre.