For the dough: Combine flour and salt in a large bowl. Work in shortening and butter, using your fingers. Lightly beat together eggs and 1⁄2 cup water in a bowl, then work into flour mixture. Knead until smooth, about 1 minute. Form into a ball, wrap in plastic, and refrigerate for 1 hour.
For the filling: Place 1⁄2 cup of the wine in a medium saucepan. Add clams, cover, and steam over medium-high heat. Remove clams as shells open; set aside (discard any that don't open). Add mussels to cooking liquid, cover, and steam. Remove mussels as shells open; set aside (discard any that don't open). Strain and reserve cooking liquid. When cool, remove clams and mussels from shells and coarsely chop. Discard shells.
Poach scallops in strained cooking liquid in a medium saucepan over medium heat until firm, 3–5 minutes. Remove scallops, reserving cooking liquid, and, when cool, coarsely chop and set aside.
Heat olive oil in a skillet over medium-low heat. Add onions and cook until soft, about 15 minutes. Add cumin, oregano, and paprika, cook 1–2 minutes, then add shellfish, 1⁄2 cup reserved cooking liquid, and remaining 1⁄4 cup wine. Season with salt and pepper; simmer for 10 minutes.
Shape empanada dough into 20 small balls. Roll each into a 6" round on a lightly floured surface. Place 2 tbsp. filling in the center of each, dampen edges with water, and fold to enclose filling. Press edges to seal. (Assembled empanadas may be frozen. Defrost before frying.)
Heat 3⁄4" vegetable oil in skillet. Fry empanadas in batches, turning once, until golden, 1–2 minutes per side. Drain on paper towels. Serve warm.