Prepare the grill for direct cooking over high heat (450° to 550°F).
Grill the tomatoes and bell pepper over direct high heat, with the lid closed, until the tomato skins are blackened and split and the bell pepper skin is charred, 7 to 10 minutes for the tomatoes and 10 to 12 minutes for the pepper, turning occasionally to char all sides. As the vegetables are ready, transfer them to a platter. Let cool until they are easy to handle.
Lightly brush the shrimp with oil and season evenly with salt and pepper. Grill the shrimp over direct high heat, with the lid closed, until almost cooked through, 2 to 3 minutes, turning once. Set aside.
Reduce the temperature of the grill to medium heat (350° to 450°F). Peel, core, and seed the tomatoes, working over a sieve set in a bowl to collect the juices. Discard the solids remaining in the sieve. Chop the tomatoes, and add any juices from the cutting board to the bowl. Peel, seed, and chop the bell pepper.
Place a grill-proof Dutch oven over direct medium heat. Add the pancetta and 1 tablespoon oil. Cook until the pancetta is lightly browned, about 6 minutes, stirring occasionally. Add the onion, celery, and garlic and cook until the onion is tender, about 5 minutes. Pour in the wine and cook for 1 minute. Add the tomatoes with their juices, the bell pepper, water, tomato paste, and red pepper flakes. Simmer until slightly reduced, about 10 minutes. Keep the lid closed as much as possible during grilling.
Arrange the clams in the Dutch oven and cover with the pot lid. Close the grill lid and cook until the clams have opened, about 10 minutes, stirring the clams once. Discard any clams that don’t open. Add the shrimp and cook for another minute. Carefully remove the Dutch oven from the grill. Serve warm in soup bowls.