In a large pot, bring 2 cups of water to a simmer. Add the lobster tails and salt. Cover and simmer for about 8 minutes, or until the tails are cooked through. Remove the tails to a plate and allow to cool. Once cool, remove the meat from the shells, roughly chop, and set aside. Reserve the shells. -- In a large soup pot over medium-high heat, add the olive oil, onion, and fennel. Cook until the onion is translucent and the fennel is soft. Stir in the garlic and tomato paste. Continue cooking for an additional 2 to 3 minutes until the mixture begins to turn a deep red color. -- Add the white wine to the pot, being sure to scrape up flavorful bits from the bottom of the pan. Add the thyme, bay leaf, and cayenne pepper. Cook down for 2 minutes and then add the chicken broth, seafood stock, reserved shells, and diced tomatoes. Bring the soup to a simmer for 50 minutes. -- Carefully remove the thyme stems, bay leaf, and shells from the pot. Using an immersion blender, blend until smooth. Stir in the cream and half-and-half. -- To serve, divide the meat among soup bowls and ladle the soup over the top. Squeeze juice from a lemon over the top and garnish with fennel leaves.