In a stockpot, heat the olive oil over medium heat. Add the heads and shells of the shrimp and stir, pressing down on the heads to extract all the flavor. Add the fish scraps if using. Add the leeks, coarsely chopped, and the cloves of garlic. Sauté for about 6 minutes.
Add the pimentón de la Vera, salt and bay leaves, stir and sauté, about 3 minutes.
Add the water, raise the heat to medium and bring to a boil. Lower the heat to low and simmer, stirring occasionally. Cook for about 30 to 45 minutes and adjust for salt. If a layer of foam forms on the surface, remove it with a spoon or laddle.
Strain the stock through a food mill into a clean pot —if a food mill is not available, use a sieve, pressing the fish and vegetables lightly to extract the flavors, before discarding them.
Make the rice:
Dissolve the saffron in 2 Tbs water.
Clean the mussels under cold water and debeard them.
In a paella pan, heat 1/4 cup olive oil on medium-high heat. Add the mussels and sauté until they open. Remove from the pan and set aside.
Add some heads of shrimp and sauté, pressing to extract all the flavor. Remove from the pan and discard.
Slice the calamari into rings and sauté, 2-3 minutes. Move calamari to the edges of the pan and and add the peeled shrimp. Sauté for 1 minute or less per side. Remove the shrimp and shells from the pan and set aside.
Add 2 or 3 more Tbs olive oil to the pan. Slice the garlic cloves and sauté. Add the ñora (if using). Peel and mince the tomato and add to the pan. Cook for about 5 minutes.
Add 6 cups seafood stock to the pan and stir to mix. Add the saffron infused water and stir to mix. Add the rice and stir to distribute it evenly in the pan. Taste and adjust for salt.
Cook the rice for about 16 minutes, or until the rice has absorbed most of the stock —as a guideline, cook 5 minutes on high heat, then lower to medium heat for the next 7 minutes, and lower for the next 4.
Taste a few grains of rice for donennes (if they’re still slightly hard, add a few more spoonfuls of stock and continue to cook a few more minutes.
Distribute the seafood over the rice and remove the pan from the heat source. Let the rice rest for about 5 minutes