Scrub, remove beards of mussels and rinse them under cold water. Place the mussels in a large colander, to drain the water. Thinly slice the onion, celery and leeks.
Melt the butter in a large deep frying pan or a saucepan over medium-low heat. Then add in the onions, celery, leek, curry powder, cayenne pepper, bay leaves, thyme and saffron. Cook and stir regularly for 5 minutes until the saffron bleeds (veggies are a golden yellow colour).
Increase the heat to high and add in the wine, then cook until the alcohol smell disappears. Add in the fish stock and let the mixture come to a boil, then reduce the heat to medium-low. Simmer uncovered for 10 minutes.
Increase the heat to high and bring the mixture to a boil, then add in the mussels and cover for a minute. Using tongs or a slotted spoon, remove all the mussels from the pan and transfer them into a large bowl. Discard any mussels that didn't open. Reduce the heat to low and stir the cream into the pan, then cook gently for 5 minutes. Remove the pan from the heat, then return the mussels to the pan and stir gently to combine. Taste the soup and add salt and pepper if needed.