A little Madeira in this elegant gazpacho draws out the natural sweetness of shellfish. Shrimp stock, strained tomatoes, and vinegar form the flavorful base.
Working in batches, pulse tomatoes and salt in a food processor until coarsely chopped. Transfer mixture to a cheesecloth-lined sieve set over a stockpot. Let strain in refrigerator for at least 6 hours (or up to overnight).
Bring shrimp shells and 3 cups water to a boil in a saucepan. Reduce heat, and let simmer, partially covered, for 30 minutes. Strain through a fine sieve into a heatproof bowl; discard shells. Refrigerate until chilled, at least 1 hour (or up to 1 day).
Extract remaining juice from tomatoes by gently squeezing cheesecloth, being careful not to extract solids. Add shrimp stock and vinegars to juice. Refrigerate until chilled, at least 1 hour (or up to 1 day).
Bring Madeira and remaining cup water to a simmer in a 12-inch skillet over medium-high heat. Add shrimp, mussels, and garlic. Cover, and let simmer until shrimp have cooked through and mussels have opened, about 3 minutes. Using a slotted spoon, transfer shrimp and mussels to a large bowl (discard any unopened mussels). Let cool, about 10 minutes. Divide chilled broth among 6 shallow bowls. Drizzle with oil, top with shrimp and mussels. Garnish with parsley, cucumber, and bell pepper just before serving.