Remove any damaged leaves from the cabbage and rinse it well. Cut it in half, then cut one of the halves into four wedges. Leave the core intact.
Heat a heavy skillet over medium-high heat. Add 2 tablespoons of oil and swirl to coat the surface of the skillet. Add the cabbage wedges, making sure that each piece is laying flat on the surface of the skillet. Season the pieces with a pinch of salt and pepper. Let the cabbage cook undisturbed for about 5 minutes, or until the bottom side is well blackened.
Flip the cabbage and season the second side with a pinch of salt and pepper. Let cook undisturbed on the second side for about 5 minutes, or until well blackened. Remove the cabbage wedges and set aside. Once cool enough to handle, roughly chop and reserve.
Wipe the skillet clean, then warm the remaining 2 tablespoons of oil over medium-low heat. Add the shallots and a sprinkle of salt and cook, stirring occasionally, until they are completely soft and caramelized, 10 to 15 minutes. Set aside.
In a blender, or in a soup pot using an immersion blender, puree the vegetable broth with 3 cups Royal Corona beans and 2 cups bean broth. Place in a soup pot over medium-low heat, and warm the mixture. Stir in the chopped cabbage, caramelized shallots, and remaining beans. Add more broth if desired for a soupier consistency. Cook for 10 to 15 minutes, to warm the ingredients and combine the flavors. Stir in most of the lemon zest (leaving some for garnish). Taste and adjust seasonings as needed.
Garnish with parsley, additional lemon zest, and a drizzle of olive oil, and serve.