In a small nonreactive saucepan, warm the saffron and wine over moderate heat for 1 minute. In a medium saucepan, boil the shrimp shells with 6 1/2 cups of water over high heat for 5 minutes. Strain the stock into a medium saucepan; keep hot over moderately low heat. In a large nonreactive saucepan, melt 1 1/2 tablespoons of the butter over high heat. Add the shrimp and cook, stirring, until just opaque, about 3 minutes; transfer to a plate. Add the remaining 1/2 tablespoon butter and the onion to the pan and cook over moderately high heat until the onion is translucent, about 2 minutes. Stir in the rice. Add the saffron liquid and boil it until almost completely evaporated.