Heat a large saucepan over medium heat until hot. Melt the butter, then add the onion; season with salt and pepper. Cook, stirring often, until the onion has softened, about 4 minutes. Add the garlic and saffron; cook, stirring, until fragrant, about 1 minute.
Add the couscous and cook, stirring constantly, until lightly toasted, about 3 minutes. Stir in the stock and wine; bring to a simmer. Cook, stirring often, until the couscous is al dente, about 10 minutes. Drain remaining liquid, if necessary.
Stir in the tomato paste, oregano, chili and anchovy; cook, stirring, until the tomato dissolves, about 1 minute. Stir in the shrimp and cook, tossing, until the shrimp are just cooked through and pink, 3 to 5 minutes (an instant-read thermometer stuck into a shrimp should read 145ºF). Remove from the heat.
Divide among 4 shallow bowls, sprinkle with parsley, drizzle with olive oil, and serve.