In a large pot, heat 2 tablespoons of the oil. Add the yellow onion, garlic, ancho chiles and fennel seeds and cook over moderate heat, stirring frequently, until the onion is lightly browned, about 8 minutes. Add the wine and cook until reduced by half, about 5 minutes. Add the crushed tomatoes and 4 cups of water and bring to a boil. Cook over moderate heat until the vegetables and anchos are very tender and the broth is slightly reduced, about 15 minutes. Stir in the milk.
Working in batches, puree the soup in a blender. Strain the soup into a heatproof bowl and rinse out the pot.
Add 1 cup of water to the pot along with the clams. Cover and cook over high heat until the clams open, about 8 minutes. Transfer the clams to a bowl and remove them from their shells; rinse to remove any grit. Chop the clams. Pour the clam cooking broth into a bowl and let the grit settle, then add the broth to the soup, stopping before you reach the grit at the bottom. Season the soup lightly with salt and pepper.
Rinse out the pot and wipe dry. Add the remaining 2 tablespoons of oil to the pot and heat until shimmering. Add the potatoes and cook over moderately high heat, stirring occasionally, until lightly browned in spots, about 5 minutes. Stir in the red onion, celery, chopped fennel and corn. Add the paprika and cook over moderate heat, stirring until the celery is crisp-tender, about 7 minutes. Add the soup and bring to a boil.
Add the halibut, shrimp and chopped clams to the soup and simmer until the halibut is white and the shrimp are pink, about 5 minutes. Season with salt and pepper. Serve the soup in shallow bowls with oyster crackers or crusty bread.