1Place the stock, broth, or clam juice and the reserved shrimp shells in a medium saucepan over medium heat and bring to a simmer. Remove from heat and let sit for at least 15 minutes. Strain through a fine-mesh strainer set over another medium saucepan, discard the shrimp shells, and keep the broth at a bare simmer over low heat.
2In a large wide pot or Dutch oven, heat the measured oil over medium heat until shimmering. Add the anchovies and onion and cook, stirring often, until the onion is translucent, about 5 minutes.
3Add the rice and cook, stirring, until the kernels start to crackle, about 1 to 2 minutes. Stir in the wine and let simmer, stirring often, until all of the liquid has been absorbed, about 2 to 4 minutes. Pour a ladleful of the simmering broth over the rice. Let simmer, stirring constantly, until the rice absorbs the liquid. Continue adding the broth, stirring and letting it absorb, until the rice is al dente, about 20 to 30 minutes (you may not use up all of the broth). Taste as you go for doneness, seasoning with salt and pepper as needed.
4Meanwhile, pat the scallops dry with paper towels. Remove the small, tough, darker-colored muscle attached to each, if present, and discard. Cut the scallops into 1/2-inch-thick pieces and season with salt and pepper. Pat the shrimp and calamari dry with paper towels and season with salt and pepper, keeping the types of seafood separate. Add enough vegetable oil to a large frying pan to just coat it (about 1 1/2 tablespoons) and set it over medium-high heat until very hot and shimmering. Add the scallops and sear on one side, without moving, until nearly opaque, about 2 minutes. Using tongs or a slotted spoon, transfer the scallops to a large plate or baking sheet and spread into a single layer. Carefully wipe the hot pan clean with paper towels. Set the pan back over high heat, adding enough oil to just coat it. When the oil is hot and shimmering, add the shrimp to the pan and cook, stirring occasionally, until just pink and nearly cooked through, about 2 minutes. Transfer to the plate or baking sheet with the scallops. Wipe the pan clean with paper towels, set it back over high heat, and add enough oil to just coat it. When the oil is hot and shimmering, add the calamari and cook, stirring occasionally, until just cooked through, about 1 minute. Transfer to the plate or baking sheet with the scallops and shrimp. Taste a piece of the seafood and add salt and pepper to the mixture as needed; set aside.
5When the rice is done, remove it from the heat and stir in the seafood mixture (along with any accumulated juices), peas, parsley, lemon zest, and lemon juice. Taste and season with more salt, pepper, and lemon juice as needed. Just before serving, loosen the risotto to the desired consistency with a little more broth or hot water and serve immediately. Drizzle each serving with olive oil.