Steam lobsters for 5 to 6 minutes in a large pot with a few inches of boiling water until bright pink and meat is just cooked. Split lobster bodies in half. Chop vegetables into 1 to 2-inch pieces.
In a deep pot, heat olive oil until very hot and add the halved lobster bodies. Saute until the lobster is caramelized to a golden brown, then and add the chopped vegetables. Cook and stir vegetables and lobster continuously for 5 to 6 minutes until the vegetables are soft. Remove meat from the lobster and set aside. Return the lobster shells to the pot, if desired, add the tomato paste and stir until combined. Add the vermouth carefully and cook until almost all the liquid is gone. Add 2 quarts of water to the pot and simmer for about 45 minutes. Strain solids and reserve the lobster stock.
Dice all vegetables into small uniform pieces and chop the garlic. In a large pot, lightly heat a small amount of olive oil. Place all vegetables and garlic into pot. Cook slowly for 10 to 15 minutes until all the vegetables are soft. Keep the heat low to avoid getting and color on the vegetables. Add the juice and orange zest, saffron and crushed red pepper (a small amount helps balance the soup, if a more spicy soup is desired, add more crushed pepper). Cook until the orange juice is almost gone. Add the chopped tomatoes and cook until 1/2 the tomato liquid is gone. Pour the lobster stock over the vegetables and simmer for 20 to 30 minutes. Season with salt and pepper and check for a good balance between sweet, salty and heat. Keep in mind the shellfish will add more salinity in the final steps.
About 7 minutes before serving, place clams into soup. Simmer for 2 minutes. Add small chunks of whichever fish you have chosen to use. Simmer 2 minutes. Add shrimp and mussels and simmer until all the shellfish has opened (about 3 more minutes). At the last moment, add the cooked lobster and heat gently.
Divide into 6 bowls, or serve family style at the table. The soup taste great with a drizzle of extra-virgin olive oil and sea salt. The soup can easily be served as an appetizer or increased in quantity and served as an entree with warm crusty bread.