In a large Dutch oven, heat the olive oil over medium heat. Add the onion, bell pepper, fennel, saffron, and Piment d' Espelette and sauté for about 15 minutes, stirring occasionally.
Add the garlic and sauté for 30 seconds, stirring. Add the wine and Pernod. Bring to a boil and cook for about 2 minutes. Add the seafood stock, tomatoes, orange zest, orange juice, 2 teaspoons kosher salt and 1 teaspoon black pepper. Bring the mixture back to a boil and then lower heat to a simmer. Cook for 25 minutes uncovered, stirring occasionally.
Remove and discard the orange zest. Gently stir in the cod or halibut and shrimp. Increase the heat and simmer for 5 minutes uncovered or until fish JUST begins to flake. DO NOT STIR.
Add the mussels on top, COVER, and simmer for about 5 minutes or until the mussels open. Discard any unopened mussels.
Serve in large shallow bowls, sprinkle with chopped parsley, and french baguette slices.