In large saucepan, heat 2 tablespoons salad oil until hot. Add leeks and carrots; sauté 3 minutes. Push vegetables to side of pan; add scallops and shrimp. Sauté 2 minutes, or until scallops just turn white.
With slotted spoon, remove scallops to plate. Strain liquid from tomatoes into 1-cup measure; add enough white wine to make 1 cup. Pour liquid into pan; add thyme and ¼ teaspoon pepper. Place clams in a single layer in pan; bring to boiling. Cover, simmer 4 minutes, or until clams open. (Discard any clams that do not open in this time.) With slotted spoon, remove clams and vegetables to deep dish.
Add 4 cups water, the bouillon cubes and heavy cream to pan. Bring to boiling, stirring.
In small bowl, with wooden spoon, beat butter until creamy; beat in flour. Add 1 cup hot bouillon liquid, whisking until smooth. Pour into liquid in pan, whisking to blend. Simmer 5 minutes.
Remove clams from shells; add to pan. Stir in reserved scallops, vegetables, the tomatoes, parsley and sherry. Simmer 2 minutes, or until heated through.
