In a large pot, sauté chopped onion, garlic, and tomato in olive oil. Add the rockfish or fish heads and bones and the shrimp. Sauté for a few minutes.
Add 2 liters of water and a pinch of salt. Bring to a boil and then reduce the heat. Simmer for about 20-30 minutes. Strain the stock, reserving the fish and shrimp, and set the stock aside. You should have around 1 liter of concentrated stock.
In a 'paella' pan, sauté the minced garlic and sweet paprika in a little olive oil. Add the rice and stir for a minute to toast it.
Add the hot fumet (fish stock) and the saffron threads. Bring to a vigorous boil, then reduce the heat to a simmer. Cook without stirring for about 18-20 minutes, or until the liquid is absorbed and the rice is cooked 'al dente'.
First, serve the cooked fish and shrimp from the fumet as the first course, often with potatoes or other vegetables boiled in the stock.
Next, serve the rice as the second course, directly from the paella pan or on a plate. It is traditionally served with a spoonful of alioli sauce on top.