In a kettle cook the onion, the fennel, and the bell pepper in the oil over moderate heat, stirring, until the vegetables are softened. Stir in the zest, the minced thyme, the bay leaf, the cayenne, and the saffron, cook the mixture, stirring, for 30 seconds, and add the wine, the stock, the tomatoes, and salt and pepper to taste. Simmer the mixture, uncovered, for 15 minutes, add the garlic, and simmer the mixture for 5 minutes. The stew may be prepared up to this point 2 days in advance, cooled, uncovered, and kept covered and chilled. Stir in the shrimp and the clams and simmer the mixture, covered, for 5 minutes.