Place the bacon in a large pot over medium heat and cook until slightly crisp. This should take about 7 minutes. With a slotted spoon, remove the bacon and place on top of a plate lined with paper towels, leaving all the bacon grease in the pan.
Return the pan with the bacon grease back to the stove on medium heat. Add the onion, celery, jalapeno, and garlic. Saute until the veggies are translucent, which should take about 7 minutes. Add the butter and continue to stir the veggies along with the butter so the veggies don’t stick to the pan or burn.
Once the butter has melted, stir in the flour and cook for a minute or two. A cup at a time, stir in the chicken broth making sure there are no clumps. Once all of the broth has been added, allow the mixture to simmer for 10 minutes. As you are stirring make sure you scrape the bottom of the pot with your spoon to get all the bacon fat mixed into the soup.
Add the ale to the soup base and stir. Allow it to simmer for another 10 minutes. Add the heavy cream, Dijon mustard and Worcestershire sauce. Crumble the bacon then return the bacon to the soup. Stir to make sure everything is evenly incorporated. Add the sharp cheddar cheese and the pepper jack cheese to the pan and stir until the cheese completely melts. Add the cayenne pepper, salt, and pepper to taste and enjoy.