*Note—if you do not want to work with a live lobster, substitute two frozen, in-shell, 12 ounce tails, thawed and split in half lengthwise.
Heat the broth, clam juice, and saffron in a saucepan until steaming but not simmering; decrease heat to very low, cover, and keep warm without boiling.
Position oven rack in the center of the oven; preheat oven to 375°.
Heat a 14-inch paella pan over medium heat; swirl in the olive oil, then add the onion; cook, stirring frequently, for 4 minutes, until translucent.
Add in the garlic; cook for 30 seconds.
Stir in the tomatoes; keep cooking, stirring frequently, until they begin to break down, about 3 minutes.
Add in the wine; bring to a simmer, scraping up any browned bits in the pan.
Increase heat and simmer until reduced by half, about 5 minutes.
Stir in the oregano, thyme, salt, and pepper.
Then stir in the rice and the warmed broth; bring to a simmer; decrease heat to medium, and simmer for 10 minutes.
Meanwhile, set the lobster on a lipped cutting board to catch any internal juices; plunge the tip of a sharp knife into its head about ½ inch behind its eye stalks, thereby piercing the brain and instantly killing it; slice the lobster in half lengthwise.
Stir the green beans into the simmering rice, then set the mussels around the perimeter of the pan, partially submerging them.
Arrange the scallops in the pan in a circle inside the mussels, partially submerging them as well; and then lay the lobster halves in the center of the pan cut side down.
Place in the oven; bake for 15 minutes, or until most of the liquid has been absorbed and the rice is fairly tender.
Transfer to a wire rack, cover tightly with foil, and set aside for 10 minutes.
If desired, remove the lobster meat from the shell and place on top of the paella before serving.