Put the saffron threads and water in a small bowl and let infuse for a few minutes.
Meanwhile, heat the oil in a skillet and cook the onion and zucchini over medium heat, stirring, for 2-3 minutes, or until softened. Add the garlic, cayenne pepper, and saffron and it's soaking liquid and cook, stirring constantly, for 1 minute. Add the tomato wedges, chickpeas, and artichokes and cook, stirring, for an additional 2 minutes.
Add the rice and cook, stirring constantly, for 1 minute, or until the rice is glossy and coated. Pour in most of the hot stock and bring to a boil, then let simmer, uncovered, for 10 minutes. Do not stir during cooking, but shake the pan once or twice. Add the green beans and season. Shake the pan and cook for 10-15 minutes, or until the rice grains are cooked. If the liquid is absorbed too quickly, pour in a little more hot stock, then shake the pan to spread the liquid through the paella.
When all the liquid has been absorbed and you detect a faint toasty aroma coming form the rice, remove from the heat immediately to prevent burning. Cover the pan with a clean dish towel or foil and let stand for 5 minutes. Serve direct from the pan with the lemon wedges to squeeze over the rice.