Melt the butter and heat the olive oil in a large pot over medium heat. Stir in the onion and garlic, and cook until tender. Mix in the tomatoes, clam juice, and wine. Season with oregano, salt, and pepper. Bring to a boil, reduce heat to low, and simmer 10 minutes.
Transfer soup in batches to a blender, and puree until smooth. Return to the pot, and stir in feta cheese. Continue cooking 10 minutes.
Stir the shrimp into the soup, and continue cooking 3 minutes, or until shrimp are opaque. Mix in parsley just before serving.