In a large pot, combine the onion and half each of the leeks, celery, and carrots. Set the beef shanks and rump roast on top of the vegetables. Wrap the parsley, thyme, and bay leaves in a piece of moistened cheesecloth and tie into a bundle. Add the bundle to the pot along with the peppercorns and 1 tablespoon of kosher salt. Add two of the marrow bones and the water. Bring to a boil over high heat, then reduce the heat to low, cover partially, and simmer, skimming occasionally, until the rump roast is very tender, about 2 ½ hours.

Transfer the shanks and roast to a large bowl and cover. Strain the broth and return it to the pot. Boil over high heat until reduced to 10 cups, about 45 minutes; skim off the fat.

Add the remaining leeks, celery, and carrots to the broth along with the parsnips, turnips, and rutabagas. Cover and simmer over low heat until the vegetables are just tender, 30 minutes. Add the remaining 6 to 8 marrow bones and the potatoes. Cover and simmer until the potatoes are tender, 40 minutes.

Untie the rump roast and cut it across the grain into six to eight slices. Cut the shank meat into 2-inch chunks; add the meats to the pot and simmer until heated through. Season with salt and pepper. Ladle the broth into shallow bowls. Add the meats, marrow bones, and vegetables and serve, passing horseradish, mustard, and sour cream at the table.