In a large heavy-duty bottom stockpot or dutch oven, heat EVOO over medium heat. Add turkey bacon and cook until bacon renders its fat and begins to brown, about 3-4 minutes. Add shrimp and cook until they begin to turn pink and are just cooked. Remove shrimp and set aside on a plate.
Add onion, celery, carrots, garlic, and thyme; cook until vegetables begin to soften, stirring occassionally, about 5 minutes.
Add potatoes, water, 1 cup of milk, chicken stock and bay leaf. Raise the heat to medium high and bring to a simmer, then lower the heat back to medium and simmer for 5-8 minutes or until the potatoes are halfway cooked.
Add zucchini and corn; simmer for additional 8-10 minutes or until the vegetables are completely tender.
Discard the bay leaf and then transfer 2 cups of chowder to a food processor or blender; puree until smooth. Stir the mixture back into the pot. Add the shrimp back, the half and half and remaining milk and cook just until heated through. Season with salt and pepper.
Serve garnished with fresh chopped parsley and sprinkle of cayenne pepper, optional.