Place the water in a large soup pot, and bring to a boil over medium-high heat. Add octopus, and continue boiling for about 20 minutes.
While the octopus is boiling, heat oil in a skillet over medium-high heat. Add carrots, celery, potatoes, and pasilla pepper. Fry for about 15 minutes, adding the onion and tomato at the very end. The ingredients do not need to be fully cooked.
When the octopus has boiled for 20 minutes, add the shrimp in their shells to the octopus, and let it boil for 5 more minutes.
Add the vegetables from the skillet, and season with salt to your liking. If corn is used, put it in with the shrimp. Let everything simmer together for 15 minutes.