In a bowl, mash the garlic with a pinch of salt. Whisk in the mayonnaise, lemon juice, paprika and cayenne. Whisk in 1 tablespoon of the olive oil. Set the rouille aside.
In a large, deep skillet, heat the remaining 2 tablespoons of oil until shimmering. Add the fennel and onion and cook over moderately high heat, stirring, until softened, 7 minutes. Add the garlic, orange zest and ground cloves and cook until fragrant, 1 minute. Add the wine and cook until nearly evaporated, 5 minutes. Add the clam juice, tomatoes, saffron and 1 cup of water and bring to a boil. Season with salt and pepper and simmer until the sauce is reduced by half, 10 minutes.
Add the shrimp to the skillet, cover and cook over moderate heat, turning once, until cooked, 5 minutes. Discard the zest. Spread the rouille on toasts and serve with the stew.