Combine wine, onion, and lemon in a large skillet; add mussels. Bring mixture to a simmer and steam mussels until they break open, about 5 minutes. Transfer mussels to a bowl using a slotted spoon and continue simmering wine mixture until slightly reduced, about 5 more minutes.
Remove mussels from shells, reserving some shells for serving.
Heat olive oil in a skillet over medium-low heat; cook and stir garlic until fragrant, about 2 minutes. Stir reduced wine, carrot, red bell pepper, yellow bell pepper, parsley, vinegar, pepper, and salt into garlic; cook until heated through, 3 to 5 minutes.
Mix mussels and vegetable-wine mixture together in a bowl; marinate in refrigerator, about 24 hours. Serve by scooping a mussel and marinade into reserved half shells arranged on a platter.
