Chill the soup bowls in the freezer. Preheat an outdoor grill or the broiler. Place the shrimp in a shallow dish. Puree the remaining shrimp ingredients in a blender or food processor; season with salt and pepper. Pour the marinade over the shrimp and toss together; let stand for 15 minutes. Broil or grill until cooked through, 6 to 7 minutes.
Meanwhile, bring a medium pot of water to a boil. Score the skins of the fresh tomatoes with an X. Place a bowl of ice water near the pot. Boil the tomatoes for 1 minute, then shock them in the ice water. Peel the tomatoes and add to the food processor (or add the canned tomatoes if not using fresh), along with a small handful of the tortilla chips, the cucumber, roasted pepper, cubanelle, fresno, onion, hot sauce, salt to taste and a drizzle of EVOO. Process to form a thick soup.
Serve in the chilled bowls and top with more chips, the avocado and shrimp.