1 bay leaf
Lemon wedges, for garnish
In a large pot, combine the water, wine, onion, carrots, celery, lemon halves, bay leaf, and peppercorns and bring to a boil over high heat. Simmer for 5 minutes to allow the flavors to blend.
Turn off the heat and add the shrimp. Cook just until the shrimp turn pink and are opaque in the center, about 2 minutes. Using a meshed spoon, transfer the shrimp from the water to a baking sheet and cool. Peel and devein the shrimp.
Cut all but 8 of the shrimp crosswise into bite-size chunks.
In a medium heavy saucepan, stir the crème fraîche, mayonnaise, horseradish, ketchup, and 2 tablespoons of chives over medium heat until heated through. Mix in the lemon juice. Season the sauce to taste with salt and pepper. Remove the sauce from the heat.
Add the diced shrimp to the sauce and stir until the shrimp are warm.
Divide the lettuce among 4 oversized martini glasses. Using a slotted spoon, spoon the shrimp mixture atop the lettuce in each glass. Place 2 whole shrimp atop each serving and sprinkle with the remaining chives. Garnish with the lemon wedges and serve.