For smoked haddock, heat milk in a small saucepan and bring to just below the boil, add haddock, and simmer for 5 minutes or until flaking. Drain haddock and discard milk. Flake haddock into a bowl, discard bones and cover to keep warm.
Meanwhile, cook leek in boiling salted water for 3 minutes or until bright green, then drain and refresh in iced water.
Heat butter and olive oil in a heavy-based saucepan, add shallots and garlic and cook over medium heat for 3 minutes or until soft, then add fennel and cook for another 4 minutes or until fennel is just soft. Add chicken stock and cream and simmer for 15 minutes or until the fennel is tender. Purée fennel and blanched leek in a blender, in batches, until smooth, then strain through a fine sieve into a clean pan. Season to taste with sea salt, freshly ground black pepper and lemon juice. Reheat gently over medium heat.
Place haddock in the centre of warm serving bowls, ladle soup around haddock and serve immediately.