Slice a piece of orange peel about 1 inch (2.5 cm) wide and the length of one side of an orange. Briefly whirl tomatoes and juice in a food processor or blender, just until broken up, but not puréed.
In a large saucepan or soup pot, stir tomatoes with 4 cups (1 L) water, bay leaf, peel strip and saffron. Place over medium-high heat. Stir in garlic, thyme, fennel, salt, celery salt and black pepper. Bring to a boil. Reduce heat to low and simmer uncovered 15 minutes, stirring occasionally to develop flavor.
In a measuring cup, stir flour with 1/3 cup (75 mL) cold water until no lumps remain. After tomato mixture has simmered 15 minutes, slowly add to flour and water mixture while stirring constantly. Continue simmering, uncovered and stirring often, until mixture has thickened and no taste of flour remains, from 10 to 15 minutes.
Taste, and add salt and pepper, if needed. Broth will have a very strong taste, which mellows when seafood is added. If making ahead, remove from heat at this point and refrigerate. Covered, broth will keep well for 3 days.
Meanwhile, removing any bones or shells (but not from mussels or clams), cut fish or seafood into bite-size chunks.
When ready to serve, remove bay leaf and orange peel from broth. If using clams, stir into hot stew and simmer 10 minutes before adding remaining fish and seafood. Stir fish, seafood, including any mussels and parsley, into simmering stew.
Simmer, covered and stirring often, until clam or mussel shells have opened, about 8 minutes. Sprinkle with more chopped fresh parsley. Serve with a crisp baguette or sourdough bread to dip into the broth.