Cover the cod with sea salt (approximately 10g), leave for 1 hour in the fridge, then wash off the salt, dry the fish and set aside until ready to cook.
To make the shellfish stock, place the prawn shells on a tray and roast in the oven for 45 minutes, or until golden (leave the oven on for roasting the peppers).
Roughly chop the tomatoes, peel and chop the carrots and onion, then peel and halve the garlic cloves. Zest the orange.
Heat a splash of olive oil in a pan over a medium heat, add the carrots, onion, garlic and orange zest and sweat for 4 to 5 minutes, or until softened.
Add the tomatoes and the baked prawn shells. Squeeze in the orange juice and just enough water to cover, add the lid, and simmer for 1 hour.
Sieve the stock, transfer to a clean pan and simmer until reduced by three-quarters. If making in advance, cool it to room temperature and keep it in the fridge until ready to use.
Turn up the oven to 200ºC/gas 6.
Prepare the peppers for the marmalade by placing them whole on a tray and baking in the oven for 30 minutes. Once cooked, transfer to a bowl, cover with clingfilm and leave to cool. Turn off the oven.
To make the mayonnaise, zest the lemon. Whisk the egg yolks, a pinch of saffron and lemon zest together in a bowl. In a separate bowl, mix a pinch of saffron with the lemon juice. Slowly whisk the light olive oil into the egg yoke mixture, until thick. Add the saffron and juice mixture to loosen. Refrigerate until ready to serve.
Carry on with the marmalade. Peel and slice the onion, peel and finely chop the garlic and pick and chop the thyme leaves.
Place the red onion, garlic, balsamic, red wine vinegar and thyme in a pan over a medium heat, simmering until the liquid has reduced to almost nothing.
Once the peppers have cooled enough for you to handle, peel and halve them, remove the seeds and stalks and slice thinly.
Heat a large non-stick pan over a medium heat and when hot, add a drizzle of olive oil, the sliced pepper and sugar. Cook for 2 minutes, add the red onion mix and continue cooking until the liquid has reduced to almost nothing. Season to taste. Leave to cool to room temperature, then place in the fridge to chill.
To make the stew, chop the tomatoes, pick and roughly chop the tarragon and chervil.
Place the fish stock, tomatoes, half the tarragon, saffron, butter and 200ml of the shellfish stock in a pan. Bring to the boil, then reduce by three-quarters. Blitz in a food processor, pass through a sieve and keep it warm while you cook the shellfish.
Place a large lidded pan over a high heat, add the mussels and cockles, pour in 100ml water and immediately put on the lid. Steam the mussels and cockles for 2 minutes to open them, then drain. Discard any that have not opened.
Once they are cool enough to handle, pick the mussels and cockles from the shells (keep 18 in their shells for presentation), place on a plate, and leave in the fridge to chill.
Reheat the oven to 200ºC/gas 6.
Heat a little olive oil in a non-stick pan over a medium heat, and add the cod (you can do this in batches). Cook for 1 to 2 minutes on one side, or until slightly golden, turn over, then transfer to a baking tray. Roast for 4 to 5 minutes, or until cooked through.
While it’s cooking, heat a little more olive oil to the pan over a medium heat, add the squid, and sauté for 2 minutes, or until just cooked.
Bring the stew to the simmer, add the mussels and cockles and warm through. Remove the cod from the oven and place on a serving dish with a dollop of the marmalade.
Pour over the stew liquor, spoon on the mussels and cockles and top with the squid, a scattering of tarragon and chervil and a drizzle of olive oil. Serve with the mayo, and some crusty bread.