Fillet the fish and place their heads and bones with half of the mussels, half the onion, the bay leaf, 1 whole clove of garlic, the dried red peppers (whole) and 1 tomato, cut in two, in a large pan. Add 1.4l of water and the wine, if using, and bring to the boil. Reduce the heat and simmer for 15 minutes before removing the dried peppers and setting them aside to cool. Continue to simmer the stock for 30 minutes more.
Meanwhile, start to prepare the salsa salmorra by mashing the remaining 3 cloves of garlic together in a mortar with a pinch of salt and ½ tablespoon of the olive oil. Add the remaining 3 tomatoes, skinned and seeded. Cut or tear open the peppers. Carefully remove the seeds with your fingers or by rinsing under the cold tap and scrape off their flesh with a sharp knife. Add the pepper flesh to the garlic and tomatoes in the mortar to finish the salsa salmorra.
Strain the stock into another large pan and continue to simmer.
Heat the remaining olive oil over low heat in a paella pan of approximately 46cm diameter (or a minimum of 36cm). Medium-chop the remaining onion and cook for approximately 15 minutes, until it is soft but not browned.
Meanwhile, bring the stock to a gentle boil and poach the fillets of fish, the shrimp, cockles and the remaining mussels for 5-10 minutes, or until they are done. Remove the fish, shrimp, cockles, and mussels from the stock with a slotted spoon and serve with allioli while the rice is cooking.
Add the salsa salmorra to the onion, stir well, and reduce for 2 minutes. Add the saffron and 900ml of the hot stock. Add the rice, spread it evenly and cook over a low to medium-low heat for approximately 20 minutes, until it has all but absorbed the stock.