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Heat the stock in a large saucepan. Add the saffron to infuse, if you like. Take off the heat and set aside. In a large deep-sided frying pan or paella pan, heat 1 tbsp of the oil. Smash the whole garlic clove and add to the oil. Throw in the prawns and cook for 2 mins until just turning pink but not cooked through. Push to one side of the pan and add the squid to the garlicky oil for 1 min or so, again just to colour. Remove the seafood to a plate.
Add the remaining oil to the pan, and cook the onion and celery slowly for 15 mins until very soft and beginning to caramelise. Add the finely chopped garlic, the fennel seeds, tomato purée and paprika, and cook for 5 mins more. Meanwhile, bring the stock to a simmer. Add the rice to the pan with the onion mixture, give everything a good stir, then add the sherry and 1 litre of the hot stock. Bring to the boil and simmer gently for 15 mins, shaking the pan from time to time.
When the rice is almost cooked but still has a little bite, dot over the prawns, squid and the mussels. Add the cooking juices and the rest of the stock. Cover and cook for 5 mins until the seafood is cooked through, the mussels have opened and the rice is just tender. (You may have to add a splash more water if the rice looks dry.) Discard any mussels that haven’t opened. Sprinkle over some chopped parsley and serve with lemon wedges to squeeze over.