In a large soup pot, heat the oil and saffron over a medium flame until the oil shimmers, then add the thyme, onion, and fennel. Cook, stirring frequently, until the onion is tender, 10 minutes, then stir in the garlic, cook for 1 minute, and add the salt, tomatoes, white wine, mollusk steaming water, vegetable stock, and bay leaf. Bring the soup to a simmer and cook, partially covered, for 20 minutes.