With a small sharp knife make 10-12 incisions all over the tuna and insert the anchovy fillets. Place the tuna in a shallow ovenproof dish with the thyme, bay leaf, and wine. Salt lightly. Marinate for 30 minutes. In a large ovenproof casserole or Dutch oven heat 1 tablespoon of the oil and cook the carrots and onions until softened, stirring occasionally. Stir in the tomatoes, curry, saffron, and Cayenne pepper. Heat the remaining oil in a large frying pan and brown the tuna on all sides. Add the tuna to the casserole, along with the marinade and sugar. Cover. Simmer for 1 1/2 hours. Degrease the sauce, add the lemon juice. Place the tuna on a serving platter and pour over the sauce. Serve with Indian rice.
