In a large bowl, combine the onions, garlic, bay leaves, paprika, lemon juice, 1 cup of the olive oil, the cayenne, salt and 1/4 teaspoon of the pepper. Add the shark steaks and set aside to marinate, turning every 20 minutes, for 1 hour.
Preheat the broiler. In a large nonreactive saucepan, saute the anchovies in the remaining 1/3 cup olive oil over moderate heat until dissolved, about 2 minutes. Add the wine, vinegar and cloves. Reduce heat to low; cook for 5 minutes. Strain; return the sauce to the pan.
Add the tomatoes, sugar and cinnamon and simmer the sauce over moderate heat until slightly thickened, 8 to 10 minutes.
Reduce the heat to low and add the butter, 1 tablespoon at a time, stirring until completely melted. Add the capers, parsley and remaining 1/2 teaspoon pepper; cover to keep the sauce warm.
Remove the shark steaks from the marinade and pat dry. Broil the steaks about 4 inches from the heat until just opaque throughout, about 5 minutes on each side. Pour the warm sauce over the fish and serve.
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