Quick and Easy Paella

Name: Quick and Easy Paella
Ingredients: 1 pound jumbo shrimp, peeled and deveined, shells reserved; 2 teaspoons olive oil; 0.5 teaspoon saffron threads, or more to taste; 2.25 cups chicken broth; 1 tablespoon olive oil; 8 ounces chorizo sausage, sliced into thin rounds; 0.5 yellow onion, diced; 2 cloves garlic, minced; 1.3333333730698 cups Arborio rice; 0.5 cup green peas; 1 red bell pepper, cut into thin strips; salt to taste; 1 teaspoon paprika; 1 pinch cayenne pepper, or more to taste