Preheat oven to 350°. Arrange fish and scallops in a greased 11x7-in. baking dish.
In a small saucepan, melt 2 tablespoons butter. Stir in flour and pepper until smooth; gradually add broth and milk. Bring to a boil; cook and stir 2 minutes or until thickened. Stir in ¼ cup of each cheese; set aside.
In a small skillet, saute mushrooms in remaining butter until tender; stir into cheese sauce. Spoon over seafood. Sprinkle with remaining mozzarella, cheddar and Parmesan cheese. Cover and bake 15-20 minutes or until bubbly and fish flakes easily with a fork. If desired, top with chives to serve.
