Heat oil in a large skillet over medium-high heat. Sauté potatoes, onion, celery, and carrots briefly, but do not overcook, about 5 minutes. Add coconut milk, almond milk, green curry paste, and vanilla. Mix well. Turn heat down to simmer.
Add shrimp, peas, spinach and pepper to the skillet and cook for about 3-4 minutes or until shrimp are pink and no longer translucent. Do not overcook or shrimp will become tough.
Transfer one-third of entire soup mixture to blender to puree. Transfer pureed mixture back to soup pot and mix well. You may skip this step to save time or if you prefer a thinner soup base. However, this step makes the soup more like chowder.
Add sea salt, to taste. Ladle chowder into bowls and serve hot.