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Step 1
Heat 1 tbsp. oil in a 5- to 6-qt. pan over high heat. Sprinkle lamb with 3/4 tsp. salt and 1/4 tsp. pepper, then brown in oil, stirring occasionally, 6 to 8 minutes. Transfer lamb to a bowl and reduce heat under pan to medium-high.
Step 2
Add shallots, 1 tbsp. oil, and 1/4 cup broth to pan; stir to loosen browned bits. Cook, stirring occasionally, until shallots are browned, 7 to 10 minutes; add a splash of water if drippings start to get dark. Return meat to pan and sprinkle with baharat. Add 2 more cups broth, stirring to loosen browned bits. Cover, bring to a boil, then reduce heat and simmer 1 hour, adding another 1/4 cup broth if pan starts to dry. Stir in rice and tomatoes and return to a boil. Meanwhile, continue with recipe.
Step 3
Preheat oven to 375°. With a short knife, carefully cut around squash stem to make a 4-in. lid. Pry out lid with a table knife. Scrape out and discard seeds from lid and squash. Brush interior of squash and inside of lid with remaining 1 tbsp. oil, then sprinkle them with remaining 1/4 tsp. each salt and pepper, tipping squash to coat evenly. Set squash on a rimmed baking sheet. Prick with a fork in a couple of spots near the top.
Step 4
Fill squash with as much stew as fits. Set lid in place and bake until squash is just tender inside when pierced, 70 minutes to 1 1/2 hours. Meanwhile, spoon remaining stew into a small loaf pan, cover with foil, and bake 1 hour.
Step 5
Stir chives into stew in pan and squash. Transfer squash to a platter with 2 wide spatulas (squash may split a little; this is okay). Use a big metal spoon to scoop out squash and stew into soup bowls, adding stew from pan.