Parboiling the lobsters: Bring a large kettle of water to the boil. To keep the lobster tails from curling during cooking, lay large spoons or chopsticks along the center of the tail on the stomach side, and tie in place with butcher's twine. Drop the lobsters into the boiling water, cover the pan, bring to the boil again, and boil for 30 seconds. Remove lobsters from water and drop into a bowl of ice water to stop the cooking.
Cutting up the lobsters: Untie the lobsters. Twist off the claws and joints, then twist the tail off the body. Using kitchen shears, cut the flippers off the ends and sides of the tails. Lay the tails on the counter, shell side up, and with a large sharp knife, slice the tail into rounds, or medallions, following the natural breaks in the shell. Break the joint sections off the claw and set aside with the medallions. Break off and discard the small pointed pincers from the claws, tipping the claws up and down to drain out the water. Lay the claws on the counter and crack the shells in several places for easy meat removal later.
Preparing the chicken: Cut each thigh in half crosswise and season with salt and pepper. Film the bottom of a large skillet with olive oil, set over moderately high heat, and when hot, lay the chicken in, skin side down. Sear the skin side until it is golden-brown, but the meat is still rare (9-10 minutes). Remove and set aside.
Preparing the saffron broth: Bring the chicken broth to the simmer in a saucepan and stir in the saffron. Keep liquid hot while you prepare the rice.
Preheat the oven to 400°.
Preparing the rice: Set the paella pan over moderately low heat and film the bottom with olive oil. Stir in the diced onion and cook, stirring often, just until it begins to take on color. Do not brown. Add the diced pepper and cook for a minute or two. Stir in the garlic and tomato. Cook for several minutes to evaporate juices, then stir in the rice. Saute, stirring for several minutes, until the rice is hot and begins to turn from translucent to a milky color. At this point ladle in the stock, stirring to mix the ingredients together and then spreading them out evenly in the pan. The stock should just cover the rice; if it does not, add a little bit more. Bring to a boil and taste carefully, adding more salt and pepper as needed. From this point on, do not stir the rice again.
Place the chicken, skin side up, in a ring about two inches from the side of the pan. Tuck two clams into the rice next to each piece of chicken and lay the lobster pieces on the other side. Overlap the claws in the center and scatter peas over all. Place the dish in the oven and bake for 20 minutes. The rice should completely absorb the stock and should appear moist but not wet. The clams should all be open.
Remove the pan from the oven and let it rest several minutes. Serve the paella garnished with lemon wedges. 6 servings.