Combine the marinade ingredients in a blender or food processor. Blend or process and pour into a plastic bag. Add fish and refrigerate a few hours or up to overnight.
For the sauce, heat EVOO, 2 turns of the pan, in a skillet over medium-high heat. Add anchovy paste or filets and stir to combine and dissolve. Add garlic, chilies, sweet or frying peppers, cubanelle and onions, and cook 8-10 minutes to soften. Add olives, capers, basil, oregano and sugar, and stir. Douse pan with vinegar and stir again. Add tomatoes and simmer to thicken, 10 minutes more. Add salt to taste.
Meanwhile, heat a skillet over medium-high heat. Remove fish from plastic bag, shaking off excess marinade. Cook fish 4-5 minutes on each side, to golden and crispy.