01 - Set the oven to 425°F to prepare for roasting.
02 - Combine butternut squash, carrots, onion, and garlic with 2 tablespoons olive oil, salt, and pepper. Spread the mixture evenly on a baking sheet.
03 - Roast the vegetables for 30 to 35 minutes, turning once, until tender and golden.
04 - In a small skillet over medium-high heat, warm 1 tablespoon olive oil. Fry sage leaves for 30 to 45 seconds until crisp, then place them on paper towels to drain.
05 - Transfer roasted vegetables to a large pot. Add vegetable broth and nutmeg. Bring to a simmer over medium heat and cook for 5 minutes.
06 - Purée the soup with an immersion blender or in batches using a countertop blender until smooth. Stir in coconut milk or cream, heat gently, and adjust seasoning with salt and pepper.
07 - Ladle the soup into bowls and garnish with crispy sage leaves.