1. Peel shrimp, reserving shells, and set shrimp aside.
2. Bring shrimp shells and chicken broth to a boil in a large saucepan over medium-high heat; reduce heat, and simmer 5 minutes. Remove from heat, and let stand 10 minutes. Pour mixture through a fine wire-mesh strainer into a bowl; discard shells.
3. Sauté sausage and frozen vegetables in a paella pan or large heavy skillet over medium heat until vegetables are tender; add garlic, and cook 1 minute. Stir in rice; cook, stirring to coat, 1 minute. Stir in shrimp broth and pepper; cover, reduce heat, and simmer 15 minutes.
4. Remove pan from heat; stir in shrimp and chicken. Sprinkle peas evenly over mixture; arrange mussels around outside of pan, hinge ends down.
5. Cook, covered, over medium-low heat 20 minutes or until liquid is absorbed and mussel shells are open. (Discard any unopened mussels.) Serve paella with lemon wedges.
Note: For testing purposes only, we used McKenzie's Seasoning Blend for frozen diced onion, red and green bell pepper, and celery.