Cook onion, fennel, and chiles in oil over medium heat in a Dutch oven until onion is tender. Add bell pepper and garlic; cook, stirring constantly, 3 minutes. Stir in tomatoes and next 5 ingredients. Bring to a boil; cover, reduce heat, and simmer 45 minutes.
Stir in zucchini and rosemary; bring to a simmer, and simmer 10 minutes. Remove and discard bay leaf. Stir in salt and pepper.
Add scallops and shrimp, and cook 3 minutes. Add mussels and fish; cook 4 more minutes or until mussels open and fish flakes easily when tested with a fork.