How to Make It
Preheat the oven to 350°. In a medium saucepan, heat the olive oil until shimmering. Add the onion, carrot and three-fourths of the garlic and cook over moderately high heat, stirring occasionally, until softened, about 3 minutes. Add the wine and cook until evaporated, about 3 minutes. Stir in the clam juice, the tomatoes and their juices, the diluted tomato paste, orange zest and 1/2 teaspoon of the anchovy paste; season with salt and pepper. Simmer over moderately high heat until reduced by half, about 15 minutes.
Discard the orange zest. Transfer half of the soup to a blender and coarsely puree. Return the puree to the soup in the saucepan.
Meanwhile, in a small bowl, stir the mayonnaise with the remaining garlic and 1 teaspoon of anchovy paste. Season the aioli with cayenne.
Return the soup to a gentle boil. Add the shrimp and scallops and simmer until just cooked through, about 3 minutes. Serve the soup in deep bowls; pass the aioli at the table.
Toasted baguette slices.