Heat the olive oil in a heavy-bottomed saucepan over high heat until it begins to smoke. Add the shrimp shells and tails (not the shrimp) and cook, stirring constantly, until shells turn deep orange and release a rich, concentrated shrimp aroma, 3-4 minutes. Stovetop roasting of the shells provides depth of flavor, so don't skip this important step.
Turn off heat and add the wine to the pan. Then turn heat on medium until mixture reaches a boil; continue stirring and boiling until mixture reduces by half. Add the chicken stock, saffron, celery, onion, bay leaves, and sage. Bring to a boil, then reduce the heat to the lowest setting. Partially cover the pan and simmer gently for 30 minutes. Strain the stock through a fine sieve positioned over a stock pot. Using back of large spoon, press down hard on the veggies/shells in order to release all liquid possible. Toss solids.
Whisk the pumpkin, half & half, salt, and cayenne into the shrimp stock. Bring the soup to a simmer, then cook uncovered over low heat for 3 minutes. Stir in the lemon juice, fish sauce, and add kosher salt to taste.
For the Shrimp: Pour the olive oil into a large sauté pan placed over medium heat. When hot, add the reserved shrimp and sage, tossing often, until the shrimp is just cooked through, turning from translucent to opaque, about 2 minutes. Take care not to overcook. Arrange the shrimp in individual bowls. Bring the soup back to a simmer and then ladle it over the shrimp. Garnish with shredded kale and roasted pumpkin seeds (pepitas) and serve immediately with your choice of bread or crackers.