For the roux, melt the butter in a pan with a thick bottom. Let the butter fizz, but prevent it from turning brown. Use a whisk to stir in the flour. Let the mixture continue to cook for 1 to 2 minutes until it is of a golden-yellow color and the mass releases from the pan. Gradually pour the broth and the milk into the roux at the same time, adding a little after the previous quantity has been absorbed. Keep stirring.
Let the ragout cook for a while until the flour is tender. Taste, and remove the pan from the heat when the ragout shines and no longer tastes mealy. Stir in the squeezed gelatine leaves.
Whisk egg whites and cream together. Incorporate the egg mixture with the ragout. Season with salt, pepper, cayenne pepper, and a couple of drops of tabasco. Add the peeled shrimp and then the chopped parsley to the ragout and stir. Cover the ragout and place in the fridge overnight.