Heat the olive oil in a large pot over medium heat, and saute the shallots and garlic until tender. Pour in the chicken broth, and bring to a boil. In a small bowl, mix the milk and flour. Stir the mixture into the pot, and continue cooking until soup is slightly thickened.
Season the soup with cayenne pepper, salt, and pepper. Mix in the crab and whiskey, and cook until heated through.