Preheat the oven to 350 degrees F. Line a baking sheet with aluminum foil and place in the preheated oven. Line a large plate with a couple layers of paper towels. In a large pot, heat the oil until a deep-frying thermometer inserted into the oil reaches 350 degrees F.
For the fritters: In a large mixing bowl, whisk the flour, sugar, baking powder, salt and cayenne. Slowly drizzle in the milk, whisking until the batter is well combined and there are no lumps. Fold in the corn. Rest the batter at room temperature to let the flavor develop, about 30 minutes.
Using 2 spoons, scoop and drop the fritters in batches into the hot oil. Fry until golden brown, about 4 minutes. Turn gently with a spoon during frying to ensure even cooking. When finished, drain on paper towels, season with salt and pepper, and place on a baking tray in the oven.
For the tempura: In large bowl, combine the flour, cornstarch, salt and cayenne. Whisk to fully combine. Create a well in the center of the dry mix. Pour the soda water into the well. Starting from the center, slowly incorporate the dry mix into the water. Don't try to rush. Slowly incorporate so as to ensure no lumps or pockets of dry mix in the batter. The batter can be kept for up to 4 hours if held in the refrigerator when not using.
Dredge the fennel in the tempura batter, gently stirring for even coverage. Fry until golden brown. Drain on the paper-towel-lined plate and season with salt. Transfer the fried fennel to the baking tray in the oven.
For the oysters and clams: Season the cornmeal with the salt, black pepper, cayenne and celery seed, and whisk to distribute thoroughly. Dredge the clams and oysters in the seasoned cornmeal, making sure they are evenly coated with cornmeal. Shake off any excess. Fry in the oil until golden brown. Drain on the paper-towel-lined plate, season with salt, and then transfer to the baking tray in the oven.
For the aioli: In a food processor, combine the eggs and garlic. With processor running, slowly add the oil in a steady stream. Thin the aioli with the lemon juice to keep the emulsion from breaking. Add the zest, and pulse to fully incorporate. Season with some salt and pepper.
To serve, remove the pan from the oven, and arrange all the ingredients together in a bowl. Garnish with the celery leaves, and serve immediately with the lemon aioli.