Put the tomatoes in a large saucepan or heatproof bowl and pour over enough boiling water to cover, then leave for about 1 minute. Drain and cool in a bowl of ice-cold water, then drain again. Skin the tomatoes and roughly chop the flesh.
Heat the oil in a large saucepan, add the onion and fry for 5 minutes until softened and just beginning to brown. Stir in the garlic and pimentón and cook, stirring, for a further 1 minute.
Stir in the tomatoes, red pepper, stock, wine and saffron. Add the bay leaves, season with salt and pepper and bring to the boil. Cover and simmer gently for 10 minutes, then remove the pan from the heat and set aside.
Meanwhile, pick over the mussels and discard any that are opened or have cracked shells. Scrub with a small nailbrush, remove any barnacles and pull off any small, hairy beards. Put them in a bowl of clean water and leave until ready to cook. Separate the squid tubes from the tentacles, then slice the tubes.
Reheat the tomato sauce if necessary, add the cod and the sliced squid and cook for 2 minutes. Drain the mussels and add to the pan, cover and cook for 4 minutes. Add the squid tentacles and cook for a further 2 minutes until the fish is cooked through and all the mussel shells have opened. Gently stir, then serve, discarding any mussels that have not opened.