Preheat the oven to 425°F (220°C). Line a large rimmed baking sheet with parchment paper or lightly grease it.
In a small bowl, combine 2 tablespoons olive oil, minced garlic, dried oregano, dried thyme, smoked paprika, salt, black pepper, lemon zest, and lemon juice. Stir well to create the marinade.
Place the chicken thighs in a large bowl and pour half of the marinade over them. Toss to coat evenly. Set aside.
In another bowl, place the shrimp and pour the remaining marinade over them. Toss to coat and set aside.
In a large mixing bowl, combine the red bell pepper, yellow bell pepper, zucchini, and red onion. Drizzle with the remaining 1 tablespoon olive oil and toss to coat.
Arrange the marinated chicken thighs on the prepared baking sheet, skin side up. Surround the chicken with the mixed vegetables in an even layer.
Roast in the preheated oven for 15 minutes.
Remove the baking sheet from the oven and add the marinated shrimp evenly around the chicken and vegetables.
Return the sheet pan to the oven and roast for an additional 10 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the shrimp are opaque and cooked through.
Remove from the oven and sprinkle chopped fresh parsley over the entire sheet pan meal.
Let rest for 5 minutes before serving.