Combine onion, half the leeks, celery, and carrots in a large pot.

Place beef shanks and rump roast on top of the vegetables.

Wrap parsley, thyme, and bay leaves in cheesecloth and tie into a bundle.

Add the herb bundle, peppercorns, and salt to the pot.

Add marrow bones and water.

Bring to a boil, then reduce heat and simmer, skimming occasionally, for 2.5 hours.

Transfer shanks and roast to a bowl and cover.

Strain the broth and return it to the pot.

Boil broth until reduced to 10 cups (about 45 minutes), skimming off fat.

Add remaining leeks, celery, and carrots, along with parsnips, turnips, and rutabagas.

Cover and simmer until vegetables are just tender (30 minutes).

Add remaining marrow bones and potatoes.

Cover and simmer until potatoes are tender (40 minutes).

Untie the rump roast and slice it.

Cut shank meat into chunks; add meats to the pot and simmer until heated through.

Season with salt and pepper.

Ladle broth into bowls.

Add meats, marrow bones, and vegetables; serve with horseradish, mustard, and sour cream.