Peel and devein shrimp, discarding veins and transferring shells to medium saucepan. Reserve cleaned shrimp in refrigerator. To saucepan with shrimp shells, add ¼ cup chopped onion and bay leaf; cover with 2 cups water. Bring shell mixture to boil over medium heat. Reduce heat to low. Simmer, stirring occasionally, until broth is flavorful and about 1 cup liquid remains, about 20 minutes. Strain shrimp into small saucepan, discarding solids. Stir in Sazón; season lightly with salt. Keep shrimp broth warm.
As broth cooks, scrub clams and mussels, discarding any shellfish with cracked shells. Transfer clams and mussels to separate large bowls filled with very cold water; add 1 tbsp. salt to each bowl. Let clams and mussels soak about 20 minutes. Scoop out clams and mussels, discarding soaking liquid, and transfer to bowl; set aside.
Heat olive oil in medium, heavy pot or cazuela over medium-high heat. Season scallops lightly with salt. Cook, flipping once, until light golden brown on both sides, about 4-5 minutes; transfer scallops to plate. Add reserved shrimp to same pot; cook, flipping once, until just pink, about 2 minutes; transfer shrimp to plate.
Heat remaining oil in same pot over medium heat. Add remaining onions. Cook, stirring occasionally, until onions soften but do not brown, about 8 minutes. Stir in sofrito and garlic, cooking until garlic is fragrant, about 30 seconds. Add tomato sauce; bring to simmer. Stir in brandy or cognac; bring to boil and cook until liquid is evaporated, about 2 minutes. Pour in white wine; bring to boil. Cook, stirring occasionally and scraping up any browned bits from bottom of pot, until wine is reduced by half, about 7-8 minutes. Pour in reserved warm shrimp broth; bring to boil. Add reserved clams and mussels; return to boil and cover pot. Reduce heat to low. Simmer, stirring occasionally, until clams and mussels open, about 5-8 minutes; discard any clams or mussels that do not open.
Stir in almond flour and reserved scallops and shrimp. Cook, stirring occasionally, until broth thickens slightly and scallops and shrimp are warmed through, about 3 minutes more. Evenly divide seafood among shallow bowls; ladle cooking broth over seafood to moisten and sprinkle with parsley, if desired.