Peel and devein the shrimp under a low stream of running water, leaving the tail attached. Save the shells and bring them to boil in 3 cups of water, lower heat and simmer for 15 minutes, then strain broth from the shells.
Add the saffron to the warm broth and let stand for a few minutes to infuse.
Add the canned stock and enough water to make 4 cups total broth.
Add a little olive oil to the paella pan (or skillet) and heat over medium heat. Salt the shrimp, add to the pan, and cook until pink, turning over to get both sides, about 2 or 3 minutes. Transfer to a plate and scrape out any remaining bits.
Heat the olive oil in the paella pan. Add the onion and bell pepper and cook for about 5 minutes until onions are translucent. Add the tomato paste, paprika, garlic, salt, and rosemary, stir and cook to develop the flavor, a couple minutes or a few more, it gets better with time just don't burn it.
Add the rice and stir around to toast for a minute. Add wine and stir to deglaze the pan. Stir in 3¾ cups broth, reserving ¼ cup for adding later. Bring to boil then lower the heat to maintain a low simmer. Cook for 10 minutes, stirring every minute or two.
Get rice in an even layer, arrange the browned shrimp, raw clams, raw mussels, and chorizo slices or cubes on top of the rice. Continue to cook (low simmer) for 15 minutes. You want the heat high enough to crisp the bottom and cook the rice, but not so high as to burn the rice—take a peek and taste using a fork. Add the reserved broth (1/4 cup) if things look dry.
Add the peas during the last 5 minutes of cooking.
Remove from heat, cover with foil and let stand 10 minutes before serving. If desired, garnish with parsley, roasted red pepper strips, and serve with lemon wedges.