1. In a medium pot, heat the oil over moderately low heat. Add half the onions and the chiles and cook, stirring occasionally, until the onion is translucent, about 5 minutes. Add the clam juice, shrimp shells, tomato paste and water. Raise the heat to moderately high and bring to a boil. Reduce the heat and simmer until the liquid is reduced to 1 quart, about 20 minutes. Strain the shrimp stock into a large bowl. Press the shrimp shells firmly to get all the liquid.
2. In a large pot, cook the bacon until the fat is rendered. Remove with a slotted spoon and drain on paper towels. Add the remaining onion, the leeks, celery and garlic to the pot and cook, stirring occasionally, until the vegetables soften, about 5 minutes. Add the shrimp stock and the sweet potato and simmer until the potato is tender, about 20 minutes.
3. Add the shrimp and bacon to the pot and cook until the shrimp are just done, about 2 minutes. Stir in the milk, paprika, salt and pepper and heat through. Do not let the chowder boil, or it may curdle. Ladle into bowls and top with the chives.