Bring a large pot of salted water to a boil, add the lobsters, and boil for 5 minutes. Drain and cool them under cold water. Separate the heads from the bodies. Roughly crush the heads.
Peel the onion and carrots, and finely slice them. Peel and press the garlic. Peel, seed, and dice the tomatoes. Zest the orange and slice the zest finely.
In a saucepan, heat half of the olive oil, add the lobster heads, and brown over high heat. Add all the vegetables, the bouquet garni, the orange zest, cayenne pepper, wine, orange juice, and 17 fl oz of hot water. Season with salt and pepper and simmer for 30 minutes over low heat. Strain the sauce.
Shell the lobster tails and cut them into sections. Crack the claws and remove the meat. Heat the remaining olive oil in a pot, add the lobster meat, and cook gently for 5 minutes. Add the sauce and cook for another 5 minutes. Keep the lobster warm and boil the sauce to reduce it by half. Off the heat, add the butter in small pieces. Adjust the seasoning.
Pour the sauce over the lobster and serve with Creole rice.