In a frying pan over medium high heat, add butter, shallots and garlic. Sweat the garlic and shallots until they become translucent. Add the clams and mussels and toss everything together. Season with salt and pepper. Deglaze the frying pan with white wine, cover with a lid and let cook until the mussels and clams start to open. Strain mussels and clams and set aside, reserving the liquid (it will be used to make the veloute).
In a frying pan, add 2 tablespoons of the olive oil and heat the pan until it is smoking hot. Season the shrimp and scallops with salt and pepper. Carefully place the scallops in the pan and sear, until golden brown on both sides. Remove from the pan and set aside. Add the shrimp to the same pan and saute until cooked through, about 4 minutes. Remove from the pan and set aside.
In the same frying pan, add the remaining 1 tablespoon olive oil and let it get hot. Add the mushrooms and saute until they are cooked and most of their liquid is released. Season with salt and pepper. Remove the mushrooms from the pan and set aside.
Preheat the broiler.
To make the veloute: In a saute pan melt butter and add flour until both mix evenly together. Let cook for a few minutes on light heat until the mixture resembles pancake batter. Take the pan you used to cook the shrimps and scallops and deglaze it with the liquid you saved from the mussels and clams and squeeze in the lemon. Add the fumet and let reduce. Add the cream and again let reduce over medium heat. Add the butter flour mixture and stir until everything starts to thicken. Season with salt and pepper and set aside.
Remove the shells of the mussels and clams. Cut the scallops in 4 and remove any shell that is still on the shrimp. Add the mushrooms, scallops, shrimp, mussels, and clams to the veloute and stir everything with a spoon. Fill the baking shells or bowls with the seafood veloute and sprinkle the top with bread crumbs and parsley. Place under a broiler until the top becomes golden brown. Place the hot dish onto another plate to serve.