Crack the lobster shells and chop the lobster body into 3-inch pieces; transfer to a large saucepan. Add the reserved shrimp shells, vegetable oil and tomato paste and cook over moderate heat, stirring, until sizzling and the shrimp shells turn pink, about 5 minutes. Add the white wine and bring to a boil. Add the water, carrot, celery and onion and bring to a boil. Cook over moderate heat until the broth is reduced to 4 cups, about 1 hour. Strain the broth into a clean saucepan and boil until reduced to 2 cups, about 10 minutes.