In a heavy 4-qt. saucepan or Dutch oven, cook the bacon over medium heat, stirring occasionally, until browned and crisp, about 8 min. Transfer the bacon to a small dish lined with paper towels, leaving the fat behind in the pan.
Add the shallots and 1 Tbs. of the jalapeño to the bacon fat and cook over medium heat, stirring occasionally, until the shallots are softened, about 2 min. Add the flour and cook, stirring, for 1 min. Gradually stir in all the clam juice (from the cans and the bottles). Add the cream, potatoes, and thyme, and bring to a simmer over medium-high heat, stirring occasionally. Reduce the heat as necessary and continue to simmer, stirring occasionally, until the potatoes are tender, about 10 min. Add the whole fish fillets and cook for 3 min. Stir in the clams and continue stirring until the fish has broken into chunks. Cook until the fish is cooked through and the clams are heated, about another 2 min.
Season the soup to taste with salt and pepper. Portion into warm soup bowls and sprinkle each serving with the reserved bacon and the remaining jalapeño.