1. Preheat the oven to 350 degrees. Heat the oil in a saucepan over high heat. Add the celery, green and yellow bell peppers, onions and bay leaf. Cook, stirring constantly, until the onions become soft and transparent(clear), about 8-10 min. Reduce heat to low.
2. Add salt, crushed red pepper, thyme, garlic, lemon zest, and orange zest. Cook for 1 min., stirring constantly. add lemon juice, orange juice, tomatoes, sugar, and water. Bring mixture to a boil and reduce heat to low.
3. Add the basil and oregano and simmer, stirring occasionally, for 20 min. Remove from heat and set aside.
4. Place fish filets in a shallow baking pan and top with sauce. Place pan in oven and bake until the fish is cooked through, about 15-20 min. Serve immediately.