In a deep pan with a lid and large enough to hold all the ingredients heat the pan and add the onion and place in 2 tbs of oil face down and fry until it's blackened.
Add the rest of the oil and the shallots and all of the lobster shells and any liquid and heat until hot stirring occasionally. When hot add the Cognac and light to flambe. This will burn off the alcohol.
Add all the vegetables and spices plus the liquids.
Cover and simmer for 25 minutes.
When done strain the shells and vegetables out, (using a pasta strainer is best at this point) pressing down and shaking the strainer to get all the liquid out.
Discard all the shells and vegetables. The strain the stock one more time through a fine strainer, again pressing down on all the solids to get all the liquid out.
Then your are done, you should get about 750 milliliters of stock. Divide into 3 2.5 deciliter containers and freeze until needed.