For the Country Bread: Combine the butter and anchovies in a food processor and process until smooth; season with salt and pepper.
Grill the bread until lightly golden brown on both sides, about 20 seconds per side. Remove from the grill and slather some of the anchovy butter on 1 side. Cut each slice in half, while still hot.
For the sausage and shrimp: Heat the grill to high.
Brush the sausage with oil and grill until golden brown on both sides and just cooked through. Remove to a platter.
In a large bowl, toss the shrimp with oil, anchovy butter, and season with salt and pepper, to taste. Grill until slightly charred on both sides and just cooked through, about 1 1/2 minutes per side. Remove to the platter with the sausage.
Heat a few tablespoons of oil in a large stockpot on the grates of the grill or the side burner of the grill. Add the garlic and cook until lightly golden brown. Stir in the wine, clam juice and thyme, bring to a boil and cook until reduced by half. Add the clams and mussels, cover the pot and cook until all have opened, discarding any that have not opened. Remove with a slotted spoon to a large bowl. Add the sausage and shrimp to the broth and cook for 1 minute. Stir in the butter and parsley and cook for another minute. Season with salt and pepper, to taste. Return the clams and mussels to the pot and cook until just warmed through, about 1 minute. Serve in large bowls with the grilled bread. Garnish with more parsley.
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