Preheat oven to 400℉ (200°C). Line a baking sheet or sheet pan with parchment paper and spray with cooking spray. Peel the butternut squash, cut it in half, and scoop out the squash seeds. Then dice the squash flesh into 1 inch sized pieces. Roughly chop the apple, carrots, and onion. Remove the thyme leaves from the stem. Cut the top end off of a whole bulb of garlic and peel the fresh ginger root.
Place the butternut squash, carrots, apple, onion, bulb of garlic, and ginger on the prepared baking sheet and coat them in olive oil, cinnamon, the fresh thyme, and salt and pepper. Bake in the preheated oven for 30-40 minutes. Oven times will vary. The squash is done when its easily pierced with a fork.
When the vegetables are done roasting, remove them from the oven and add everything to a blender except the garlic.
To add the garlic cloves, carefully squeeze them out of the skin being careful not to get the skins in the blender. Then add 3 cups of the vegetable broth and the coconut milk. Blend everything until smooth using a spatula to push down the sides as needed.
To heat the soup, pour it into a large stockpot and heat on medium heat until it starts to bubble. Then lower to medium-low or low heat for another minute or two. If it's too thick, add 1 more cup of vegetable broth or a little water.
Hint: if you don't have a high-speed blender, you can add the soup ingredients including the roasted vegetables, broth, and coconut milk to a large pot and use an immersion blender to blend it.