Combine first 4 ingredients in a small bowl. Rub mixture all over chicken; marinate for 1 hour, covered, in refrigerator.
Heat oil in paella pan over medium-high heat. Saute chorizio until browned, remove and reserve. Add chicken skin side down and brown on all sides, turning with tongs. Add salt and freshly ground black pepper Remove chicken from pan and reserve.
In sam pan, saute onions, garlic, and parsley for 2-3 minutes over medium heat. Add tomatoes and cook until mixture carmelizes a bit and flavors meld. Fold in rice and stir-fry to coat grains. Pour in water and simmer fo 10 minutes, gently moving pan around so the rice cooks evenly and absorbs liquid.
Add chicken, chorizio, and saffron. Add clams and shrimp, tucking them into the rice. Shrimp will take about 8 minutes to cook.
Give paella a good shake and let it simmer, without stirring, until rice is al dente, about 15 minutes.
During last 5 minutes of cooking, when rice is filling the pan, add lobster tails. When paella is cooked and rice looks fluffy and moist, turn heat up for 40 seconds until you can small the rice toast at the bottom of the pan. Then it's perfect!