Preheat a sauce pan over medium heat. Add the olive oil and heat until shimmering. Add the shrimp shells, carrot, celery, onion and garlic and cook, stirring regularly, until the shrimp shells are golden, around 4 minutes. Add 4 cups of water and stir, lifting any brown bits off the bottom of the pot. Add the parsley, bay leaves, salt and peppercorns. Bring the liquid to a steady simmer, reduce the heat to low, cover with a lid and cook, stirring occasionally, until the broth is golden in colour and flavourful, around 30 minutes. Taste for seasoning and adjust with salt, as desired.

Pour the broth through a sieve into a large measuring jar. Discard the shells and vegetables. Set the broth aside until ready to use. Leftover broth can be refrigerated in a sealed jar up to 5 days or frozen up to 6 months.

Add the saffron threads to a mortar and pestle and lightly bash them to a powder. Add 3 ice cubes, stir to incorporate, and let the bowl sit at room temperature for the ice to melt, around 15 minutes. This will help extract a more vibrant colour from the saffron. Set aside until ready to use.

Rinse the clams under running water to remove surface dirt. Add them to a large bowl and cover with cold water. Add 1 teaspoon salt and swirl to dissolve. Transfer the bowl to the fridge and let the clams sit for at least 30 minutes so that they purge some of the sand inside their shells.

Pat the scallops and shrimp dry with paper towel and lightly season both sides with kosher salt.

Preheat a paella pan over medium-low heat. Add 2 tablespoons of olive oil and heat until shimmering. Add the scallops and shrimp and cook, undisturbed, until golden brown on one side. Transfer the scallops and shrimp to a plate, uncooked side-down, cover and set aside.

If necessary, add more olive oil to the paella pan to reach a total of 2 tablespoons. Add the onion and bell pepper, season with a pinch of salt and cook, stirring regularly, until the vegetables have softened, around 8 minutes. Add the grated tomato and cook, stirring, until the liquid has evaporated, around 3 minutes. Add the smoked paprika and cook, stirring, until fragrant, around 1 minute.

Add 2.5 cups of the reserved seafood broth and saffron water. Stir everything to combine and bring the liquid to a steady simmer. Add 1 cup of rice and gently stir to evenly distribute it across the surface of the pan. Nestle the clams into the rice so that the openings face upwards. Lower the heat to a gentle simmer and cook, undisturbed, until the clams have opened and the rice is just al dente, around 15 minutes. If you notice the rice is drying out too quickly, lower the heat or add a little bit more broth.

Nestle the par-cooked scallops and shrimp into the rice, uncooked side-down, and cook until they have warmed through and the rice is al dente and a golden-brown crust (socarrat) has formed on the bottom of the pan, around 3 more minutes.

Remove the pan from the heat, cover with a clean kitchen towel and let it sit 5 minutes before serving. Garnish with parsley leaves and serve with lemon wedges.