Step 1In a large saucepan or pasta pot, combine the onion, carrot, celery, leek, garlic, parsley, thyme, bay leaf, peppercorns and water. Bring to a boil, then reduce the heat, cover and simmer gently for 30 minutes. Season with salt, to taste. Strain the broth into a bowl, discarding the solids. This makes a generous quart. Set aside.
Step 1In a large, heavy soup pot or Dutch oven, heat the olive oil over medium heat. Add the onion and cook, stirring often, until the onion begins to soften, 3 to 5 minutes. Add a generous pinch of salt and continue cooking until the onion is tender, about 5 minutes.
Step 2Add the leeks and continue to cook, stirring often until the leeks have softened, another 3 minutes or so. Stir in the fennel seeds, garlic and anchovies. When the garlic is fragrant, after about 1 minute, and stir in the canned tomatoes, tomato paste, thyme and ½ teaspoon salt, or to taste. Continue to cook, stirring from time to time, until the tomatoes have cooked down and smell fragrant, 15 to 20 minutes.
Step 3Meanwhile, cook the mussels: In a wide, lidded pan, bring the wine and ½ cup of water to a boil. Boil for 2 minutes and add the mussels. Cover tightly, reduce the heat and boil for 3 minutes. Shake the pan and uncover. Carefully transfer the mussels to a bowl, tipping any liquid from the shells back into the pot. If any of the mussels have not yet opened, cover the pan, shake it and leave for another minute or two, then add the opened mussels to the bowl; discard any mussels that won’t open. Refrigerate the mussels until shortly before serving.
Step 4Strain the mussel broth and add it to the cooked tomatoes, along with the vegetable broth. Stir in the potatoes, bring to a simmer and cook, partially covered, for 30 minutes.
Step 5Stir in the zucchini, cayenne and orange peel. Bring the soup back to a simmer, then cover and cook until the zucchini is tender, about 15 minutes. Remove from heat, taste and adjust the seasoning if desired. (The soup can be made ahead of time up to this point. Reheat before continuing.)
Step 6Fifteen minutes before you wish to serve the soup, remove the mussels and fish from the refrigerator. Season the fish lightly with salt and pepper. Bring the soup back to a simmer and add the saffron. Add the fish and gently simmer until the fish is just cooked through and can be pulled apart with a fork, 6 to 8 minutes. Taste and adjust the seasonings if desired. Stir in the mussels to warm, then stir in the parsley. Serve, garnishing each bowl with 4 or 5 mussels.