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1
Preheat the oven to 375 degrees F.
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2
Rub the pumpkin and squash halves with 1 tablespoon olive oil and season with 1/2 teaspoon salt and 1/4 teaspoon black pepper; place flesh side down in a large roasting pan.
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3
Place thyme sprigs under each half.
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4
Toss the onions, carrots, shallots, orange and bay leaves with the remaining 1 tablespoon olive oil, 1/2 teaspoon salt, and 1/4 teaspoon black pepper and place in the roasting pan.
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5
Roast until the vegetables are well browned, about 1 1/2 hours, occasionally stirring the vegetables (except the pumpkin and squash).
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6
Remove the orange if it begins to brown before other vegetables.
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7
Remove the pan from the oven and let sit until the vegetables are cool enough to handle.
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8
Meanwhile, remove the thyme and bay leaves and discard.
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9
Once cool, scoop the flesh from the pumpkin and squash and transfer back to roasting pan.
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10
Place the roasting pan over 2 burners over medium heat.
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11
Season with the remaining 1 1/2 teaspoons salt, cloves, and allspice and add wine to deglaze the pan.
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12
Add 2 cups stock and bring to a simmer.
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13
Cook for 20 minutes.
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14
Remove the orange and discard.
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15
Transfer the soup in small batches to a food processor or blender and puree until very smooth.
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16
Strain the mixture through a sieve into a medium saucepan or soup pot.
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17
Add the remaining 4 cups stock, orange juice, brown sugar, and balsamic vinegar and bring to a simmer.
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18
Add cream and stir to combine.
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19
Garnish with freshly ground black pepper.
