In a large pot, bring the chicken stock to a boil with the shrimp shells and corn cobs. Cover and simmer for 30 minutes. Strain the stock through a fine sieve into a large bowl, pressing on the shells to remove as much stock as possible. Wipe out the pot.
In a small skillet, toast the fennel seeds over moderately high heat until fragrant and starting to pop, about 45 seconds. Let cool completely. In a spice grinder or mortar, grind or crush the seeds to a powder.
In the same large pot you used for the stock, melt the butter over moderately high heat. Add the yellow pepper, onion, celery and chile and cook until they begin to soften, about 8 minutes. Add the ground fennel and celery salt and consome and cook for 1 minute. De-glaze your pan with white wine. Add the potatoes and shrimp stock and bring to a boil. Cover and simmer until the potatoes are tender, about 8 minutes. Remove from the heat.
Stir the shrimp into the chowder. Cover and let stand until the shrimp turn pink on the outside, about 3 minutes. Stir in the heavy cream and corn kernels. Bring to a simmer for 3 minutes. Ladle the chowder into bowls and garnish with saffron, dill, and a swirl of olive oil.
Buttered toast: Melt the butter in a small sauce pan, and lay the bread sticks on top of the butter. Brown on both sides and remove. Then, place the sticks at the edge of the bowl to serve!
