In a paella pan or a large skillet (I used a 12-inch non-stick skillet), add the olive oil and fry the onion until soft. Add the garlic and cook for another minute. Add the tomatoes, sugar, salt, paprika, and saffron and stir well. Cook until the tomatoes are thickened and reduced (5-7 minutes).
Add the squid and cook, stirring, for a couple of minutes. Add the rice and stir to coat the grains.
Meanwhile, in a saucepan, mix the stock and wine and bring to a boil. Pour over the rice and bring to a boil once again. Add more salt, if needed. Spread the rice out evenly in the skillet and from now on don't stir it anymore.
Cook over medium-low heat for about 25 minutes. Move and rotate the pan so that the rice cooks evenly. After about 15 minutes, lay the shrimp on top. Cook until they have become pink on both sides. If the rice looks to dry, add more boiling stock.
Turn off the heat and cover the skillet with foil. Let rest for 5-10 minutes.
Meanwhile, steam the mussels by adding a cup of water and mussels in a pot. Cover and when they open, they are done. Throw away any mussels that have not opened.
Finally, remove the foil and arrange the mussels and lemon wedges on top. Serve with aioli sauce and some olives. Enjoy!