In a large bowl, combine the oxtails with soy sauce, white vinegar, Worcestershire sauce, ground cumin, dried oregano, adobo seasoning, Sazon, cayenne pepper, salt, and black pepper. Toss the oxtails to coat evenly. Marinate for at least 2 hours, preferably overnight in the refrigerator.

In a large pot or Dutch oven, heat 1 tablespoon of sugar over medium heat until it melts and turns golden brown. Add the marinated oxtails in batches, searing them in the caramelized sugar until well-browned on all sides. Remove the browned oxtails and set them aside.

In the same pot, add the chopped onion, bell pepper, and garlic. Sauté until they start to soften. Stir in the chopped tomato, tomato paste, and sofrito. Cook for a few minutes until the tomato breaks down and the mixture becomes fragrant.

Add the browned oxtails back to the pot. Pour in the beef broth and enough water to cover the oxtails. Add the bay leaves. Bring to a boil, then reduce the heat to low. Cover and simmer for 2.5 to 3 hours until the oxtails are tender and falling off the bone.

In the last 30 minutes of cooking, add the cubed potatoes, sliced carrots, and green olives. Cook until the vegetables are tender. Taste and adjust the seasoning as needed.

Serve the oxtail stew hot over white rice. Garnish with fresh cilantro and a squeeze of lime juice.