Score the peel of each blood orange and the lemon into four lengthwise sections; remove peels. Use a sharp knife to scrape off the white portions of peels; discard. Cut peels into thin strips and coarsely chop. In a medium saucepan combine chopped peels, wine. the water, and baking soda. Bring to boiling; reduce heat. Simmer, uncovered, 20 minutes.
Section blood oranges and lemon, reserving juices. Add fruit and juices to peel mixture; return to boiling. Simmer, covered, 10 minutes.
In an 8- to 10-quart heavy pot combine fruit mixture and sugar. Bring to a full rolling boil, stirring constantly. Quickly stir in pectin. Return to full rolling boil; boil hard 1 minute, stirring constantly. Remove from heat. Quickly skim off foam with a metal spoon.
Ladle hot marmalade into hot, sterilized half-pint canning jars, leaving a 1/4-inch headspace. Wipe jar rims; adjust lids and screw bands.
Process filled jars in a boiling-water canner for 5 minutes (start timing when water returns to boiling). Remove jars from canner; cool on wire racks. Allow to stand at room temperature 2 weeks to set.