Saute the onions and leeks in olive oil. Add the garlic and tomatoes, bring the mixture to a boil. Cook another 5 min. Cut the fish and clean the shrimp, chop the thyme, parsley, bay leaf and orange zest.
Add the fish and chopped spices, pour in the water, wine, saffron. Season with salt and black pepper. Lower the heat and boil the soup for 30-40 min. Add the shrimp shortly before the soup's done cooking.
To make the sauce, chop the peppers and mash them with the croutons, garlic and egg yolk. Season with salt and pepper. Add the olive oil at the end because the sauce needs to obtain the consistency of mayonnaise.
Mix the prepared soup. To it add a little tomato paste for color and bring to a boil again. Mix the flour with the butter and add them to the soup. Stir well. Serve this amazing soup with the sauce and sprinkle with parmesan.