Preheat your grill or smoker to 250 degrees, and set up for indirect cooking. You will want to add a couple of wood chunks of your choice to the coals.
Toss your tomatoes with olive oil, old bay seasoning, salt, and pepper, and place them on a foil lined sheet pan. Set the pan on the grill grates and close the lid. Allow to smoke for about 2 hours.
Remove tomatoes from smoker and allow to cool until able to handle. Peel the skins from the tomatoes while they are still warm and discard the skins.
Heat the butter in a large soup pot set on medium heat. Add the onion, carrot, and celery, and cook, stirring occasionally, for 7-9 minutes until soft. Add the garlic and cook for 1 additional minute.
Add the tomato paste and sugar, and cook, stirring constantly, for about 1 minute.
Add the stock and tomatoes along with all accumulated juices and bring to a boil. Add the basil, and lower to a simmer. Cover and simmer for 20-25 minutes.
Using a food processor or hand immersion blender blend the soup until relatively smooth. Pour the blended soup through a strainer to remove large pieces of pulp and return to a pot set over medium low heat. Stir in the heavy cream and season to taste with salt and pepper.