Using the bottom of a heavy pan, crush juniper berries and star anise. Add to a large bowl along with salt, fennel seeds, lemon, and orange zest; mix well. Add egg whites and stir until well combined.
Preheat oven to 350 degrees.
Coat fish with oil on oil sides. Spread 3 cups of salt mixture on a rimmed baking sheet large enough to hold the fish. Place fish on top of salt; cover fish completely with remaining salt. Bake until a the tip of a knife inserted in the thickest part of the fish feels warm to the touch when you remove it, 30 to 45 minutes.
Meanwhile, in a large skillet, melt 2 tablespoons butter over medium heat. Add onions and cook, stirring, until translucent, about 4 minutes. Add endive and carrots and cook 2 minutes more. Add wine, lemon juice, orange juice, and saffron. Increase heat to medium-high and bring to a boil. Cook until liquid has reduced by one-third, about 5 minutes.
Using a slotted spoon, transfer vegetables to a bowl; set aside. Reduce heat to medium-low and whisk remaining 10 tablespoons butter, 1 or 2 tablespoons at a time, into the nage, just until melted. Season with salt and pepper. Add vegetables back into the nage until just heated through.
Using a knife and spoon, break the salt crust from the fish and remove it in sections. Lift fish away from bones and serve with nage and garnish with parsley.