Preheat the oven to 450°F.
Transfer the cooked onion to a large bowl, leaving the garlic on the baking sheet.
Put the asparagus on the baking sheet with the garlic, and roast them together for 10 minutes more.
Remove the asparagus from the oven, and add to the bowl with the onion. Return the garlic to the oven to roast alone for 10 more minutes.
In a large skillet over medium-high heat, cook the sausage until the whole outside is browned, 5 to 7 minutes per side.
Remove, slice, and return to the skillet.
Continue to cook, flipping and stirring, until browned inside, 5 to 7 minutes more.
Remove it from the skillet, and put it in the bowl with the onion and asparagus.
Sauté the chicken in the sausage fat until the outsides are browned, 7 to 10 minutes.
Add the paprika, and season with salt and pepper.
Pour in the wine or some chicken broth and deglaze the pan, stirring to scrape up any browned bits, and then add the rest of the chicken broth.
Reduce the heat to low, and simmer for 30 minutes.
Add the shrimp and the roasted garlic.
Stir and cook until the shrimp are pink, about 5 minutes, and then return the onion, asparagus, sausage, and chicken to the skillet.
Add the saffron, and continue to cook on low until ready to serve.