Fish Stock: In a large pot add fish bones (or fish if using - not your cod or salmon), prawn shells, water, salt, peppercorns, bay leaf. Bring to a rapid boil and cook for 30 minutes.
Chop up the vegetables. (shallot, onion, leek, a fennel bulb, tomatoes, parsley, rosemary)
Zest one large orange.
Crush garlic cloves.
In a large Dutch oven, heat olive oil over medium heat.
Add shallot, onion, leek, fennel, garlic, fennel seeds, saffron, orange zest, chili pepper, rosemary, bay leaf, and thyme sprigs to the heated olive oil. Cook until the vegetables have softened for about 15 minutes. Stir regularly and be careful not to brown the vegetables.
Add chopped tomatoes and cook, stirring for 5 minutes longer.
Add and stir in tomato paste and cook for 5 minutes.
Add fish stock including prawn shells and fish bones and mix well.
Add white wine stirring to scrape up any bits from the sides or bottom of the pot.
Bring the mixture to a boil over medium-high heat, then boil until the alcohol smell has cooked off, about 5 minutes.
Add parsley, rosemary, and bay leaf, increase heat to high, and bring broth to a rapid boil for 5 minutes. Then lower the heat to a simmer and continue to cook for 1 hour. Season with salt and pepper. Remove the bay leaf.
Working in batches, transfer the broth and all the ingredients, including the fish bones, to a blender. Remove the top vent from the blender lid, cover with a clean kitchen towel, and turn the blender on at the lowest speed, then gradually increase the speed and blend until the mixture is as smooth as possible. This will take a little time.
Place a fine-mesh strainer over a clean pot and working in batches, transfer the blended soup to the strainer, using a spoon, push the broth through the strainer, scraping and pressing, until only bones and dry material are left. Season strained broth with salt and pepper. Return the broth to the heat and bring it to a simmer. Cut the fish into 6 equal portions and add to the broth to poach gently. Once the fish is cooked remove it from the broth and put it on a warm platter.
Clean the mussels and add them to the broth and cook until they have just opened (discarding any that have not opened) then add the prawns to the broth and cook until they have just turned pink.