Position a rack in the upper third of the oven and heat the oven to 450°F.
Split the lobster bodies with kitchen shears or a heavy knife. Remove and discard the stomach sack about 1 inch behind the eyes and the tomalley (the light green part), if desired.
Put the bodies (including the roe if female) and claw and tail shells on a large rimmed baking sheet and toss with the olive oil. Arrange in a single layer and roast in the oven until the shells look slightly bleached and dry, about 20 minutes.
Transfer the shells to an 8-quart stockpot. Add the wine to the baking sheet and scrape up any brown bits. Pour the wine mixture into the stockpot and add 12 cups of water, the leek leaves, garlic, tarragon, tomato paste, orange zest, 1 tsp. salt, and the peppercorns.
Bring to a boil, skimming off any foam. Reduce the heat and cook at a gentle simmer until the stock is full flavored, 1-1/2 to 2 hours.
Set a colander over a large bowl and strain the stock, pressing on and then discarding the solids. Cool completely before refrigerating or freezing.
The stock freezes well for up to 3 months.