In a medium saucepan, simmer the shrimp shells in the chicken broth, covered, for 10 minutes. Strain the broth and discard the shells.

In a large soup pot, cook the chorizo over moderate heat, stirring occasionally, until browned, about 5 minutes. Using a slotted spoon, transfer the chorizo to a plate. Add the onion, carrot, garlic, and paprika to the pot and cook over moderate heat until softened, about 5 minutes. Add the tomatoes and cook until the liquid has evaporated, about 5 minutes. Return the chorizo to the pot, add the shrimp broth and bring to a boil. Simmer over moderate heat for 25 minutes. Stir the flour mixture, whisk it into the soup, and boil for 2 minutes. Season with salt and pepper. Add the shrimp to the soup and cook just until pink and curled, about 2 minutes. Ladle the soup into bowls and top with the avocado. Serve with the toasts.