Place all 4 cups of chicken broth in a medium saucepan and heat over medium heat until boiling. Reduce the heat to a simmer, add the shrimp shells, and continue simmering for 10 minutes.
Pour the stock through a fine-mesh strainer. Add the saffron, stir gently, and allow the stock to rest off the heat. Discard shrimp shells.
Meanwhile, heat the oil on medium-high in a paellera or large saute pan. Add the shrimp and scallops and cook until done, about 2-3 minutes. Remove shrimp and mussels and set aside.
Using the same paellera or large saute pan, reduce the heat to medium and add the onion and garlic. Cook until onion begins to soften, about 5-6 minutes. Add the tomato, stir, and continue to cook for another 16-18 minutes, stirring often. (Note: If the mixture begins to burn, add a tbsp of the broth.)
Heat the broth back to a simmer in the saucepan. Add the rice to the paellera or saute pan and cook for 1-2 minutes over medium heat. Increase the heat to medium-high, add 3 cups of the broth, and slightly shake the pan to ensure that the rice is evenly distributed. Continue to cook for 8-10 minutes. (Note: Once the rice is added, do not stir the paella again!)
Reduce heat to medium-low, add the mussels, and continue cooking until the rice is fully cooked. (If all of the liquid in the pan is absorbed before the rice is done cooking, add enough of the reserved broth to prevent rice from burning.)
Continue cooking over medium-low heat until the rice is fully cooked and all of the liquid has been absorbed, about 8-10 minutes. Add the shrimp and scallops to the pan, but do not stir.
Increase the heat to medium-high and cook until bottom layer of rice begins to crackle, about 2 minutes. (The rice will smell fragrant, but if it beings to smell burnt, then remove from heat!)
Remove paella from heat and allow to rest for 5 minutes before serving.