Preheat the oven to 400°F / 204°C. Warm the vegetable stock in a saucepan until it begins to simmer, then lower the heat to maintain warmth without boiling and stir in the saffron threads. Heat a large oven-safe skillet or Dutch oven (about 12 inches wide) over medium-high heat. Add 1 Tablespoon of olive oil; when shimmering, sauté the diced red bell pepper with a pinch of kosher salt until tender and lightly golden, about 4 to 5 minutes. Transfer the pepper to a bowl and return the skillet to the heat. Add 2 Tablespoons olive oil to the skillet. Once hot, add the diced zucchini with a pinch of salt, cooking until deep golden and tender, about 5 to 6 minutes. Transfer the zucchini to the bowl with the bell pepper and return the skillet to the stove. Lower the heat to medium-low and pour in the remaining 1 Tablespoon olive oil. When shimmering, sauté the diced onion until softened, 3 to 4 minutes, then stir in the smoked paprika, kosher salt, and garlic, cooking for 1 additional minute. Add the Bomba rice, stirring continuously to coat it in the onion mixture and lightly toast it, about 2 minutes. Pour the warm stock over the rice, then fold in the diced tomato, chickpeas, reserved bell pepper and zucchini, and the white wine. Bring the mixture to a gentle simmer. Transfer the skillet to the oven and bake uncovered until the liquid is absorbed and the rice is tender, about 35 minutes. Carefully move the skillet back to the stovetop over medium-low heat and cook the rice without stirring until it develops a crisp base and emits a nutty aroma with a gentle crackling sound, about 6 to 8 minutes. Remove from heat and let the paella rest for 10 minutes before garnishing with fresh herbs and serving with lemon wedges alongside.