Process the onion and garlic, green onion, leeks, red bell pepper, ají dulce, and mustard pickles in a food processor.
Over medium-high heat, melt the shortening in a large pot and add the sofrito ingredients. Cook for about 5 minutes until the sofrito begins to wilt.
Add the carrots and cook for about 8-10 minutes.
Add the butternut squash and cook for 5 more minutes.
Add the zucchini, squash, corn, and tomatoes, and stir.
Add the Worcestershire sauce, wine, vinegar, papelón, cumin, pepper, and salt, and stir.
Cook uncovered over medium heat until it comes to a boil.
Once it comes to a boil, lower the heat to medium-low and cook uncovered for 1 more hour.
Remove from the heat and let it sit overnight, covered with a cotton towel.
The following day, add the tomato paste and stir to combine.
Reserve refrigerated until the hallacas are made.