Heat olive oil in a saucepan over medium-high heat. Saute celery, onion, carrots, and red pepper until soft, about 10 minutes. Add ham; cook and stir for 2 minutes. Add chicken broth and saffron. Bring to a boil; reduce to a simmer. Add peas.
Meanwhile, bring water to a boil in a separate pot. Add rice mixes and stir well. Bring back to a boil; reduce heat, cover, and simmer for 3 minutes. Remove from heat and let stand, covered, for 8 minutes. Add diced tomatoes and green chiles; stir.
Add rice mixture to the soup. Remove soup from heat and let cool for 5 minutes. Add shrimp and let stand until warmed through.