Season the oxtail with lime juice, adobo, sazón, smoked paprika, oregano, and sea salt. Set aside to marinate for a few minutes.
Heat oil in a large caldero over medium-high heat. Add the oxtail to the pan and sear on all sides until browned. Once browned, remove the oxtail from the pan and set aside.
In the same pot, add minced garlic, chopped onion, bell peppers, scotch bonnet pepper, and sofrito. Cook for about 2 minutes until the vegetables soften.
Return the oxtail to the pot, along with fresh thyme, and stir everything together.
Add tomato sauce, broth, cumin, adobo, black pepper, and a bay leaf to the pot. Bring the mixture to a boil, then lower the heat, cover, and simmer for 2.5-3 hours, or until the oxtail is tender and the sauce has thickened. Buen provecho!