1. To make Soup: Heat oil in saucepan over medium-high heat. Add leek and shallots, and sauté 4 minutes. Stir in garlic and wine; simmer 5 minutes. Add carrots, broth, and 2 cups water. Cover, reduce heat to medium-low, and simmer 45 minutes, or until carrots are tender.
2. To make Pesto: Heat fennel seeds in skillet over medium heat 3 to 4 minutes, or until seeds darken, shaking pan frequently. Transfer to bowl, and cool. Place in mortar and pestle, and pound until finely ground. Add fennel fronds, pine nuts, garlic, and salt, and pound to paste. Stir in oil and lemon zest.
3. Purée Soup in blender until smooth. Thin with up to 1 cup water, if necessary, to achieve desired consistency. Serve Soup garnished with Pesto.