Preheat the oven to 425° F.
Heat the olive oil in a 12-inch paella pan over medium heat.
Add the shallots and sauté for 2 minutes.
Add the garlic, thyme sprigs, and bay leaves, and sauté for about 1 minute, or until the shallots are tender and translucent.
Sprinkle the saffron over the shallot mixture and sauté for 1 minute.
Add the rice and stir for 2 minutes, or until the pan is quite dry and the rice is coated with oil.
Stir in the wine and salt, then the warm chicken stock.
Stir the rice to distribute it evenly in the pan.
Bring to a simmer over high heat, then remove the pan from the heat.
Sprinkle the tomatoes over the rice mixture.
Carefully transfer the pan to the oven and bake the paella uncovered for about 20 minutes, or until the rice is almost tender.
Nestle the mussels, clams, shrimp, and scallops into the paella and continue baking for 15 minutes, or until the rice is tender and the seafood is just cooked (discard any mussels and clams that do not open).
Sprinkle with the chopped parsley and drizzle with the extra-virgin olive oil.
Squeeze the lemon juice over the paella and serve.