Preheat oven to 400 degrees. Halve delicata squash lengthwise and remove the seeds.
On a baking sheet, place squash cut side up and carrots. Nestle the halved bulbs of garlic in the delicata squash. Drizzle with olive oil and sprinkle with salt and pepper.
Roast for 35-45 minutes, flipping the squash over halfway through. The squash and carrots are done when they are fork tender.
Once the squash has cooled down, scoop it out and squeeze out the garlic from the skins.
Place the squash, carrots, and garlic in the blender with the broth and blend until smooth.
Transfer mixture from the blender to a soup pot, then add the heavy whipping cream.
Heat up the soup until a desired temperature, stirring every now and then. Feel free to add more liquid if you want it thinner, and more salt and pepper to your desired taste.
Once warmed up, serve into bowls and finish with a drizzle of olive oil on top and some herbs. Enjoy alongside grilled cheese or a toasted baguette!