If you’re making your own broth, heat the oil in a pot and add the vegetable scraps.
Cook for 3 minutes and then add the shrimp shells and heads and cook for another few minutes.
Add 8 cups of water and bring it to a boil, then add the bay leaf and some salt.
Turn down the heat and simmer for 25 minutes, then strain the broth into a bowl.
Next, make the chili sauce. Heat 3 tablespoons of oil in a pot and saute the onion and garlic for 4 minutes, stirring constantly.
Add the dried peppers and cook for 2 minutes, and then add the cumin and peppercorns and cook for 10 seconds.
Stir in the tomatoes and cook for 3 minutes, then add a cup of water, the oregano and chipotle peppers, and simmer for 5 minutes.
Turn off the heat and let the mixture cool.
Now put everything in a blender with ½ cup of water and blend until thick and smooth.
Heat 2 tablespoons of oil in a stockpot and pour the sauce through a sieve into the pot.
Simmer for 2 minutes and then add the diced vegetables, shrimp broth and cilantro.
Simmer for 15 to 20 minutes or until the veggies are tender.
Now add the shrimp and cook until done.
Add more salt if needed and serve in bowls, garnished with chopped onion, chilies and cilantro, along with lime wedges.