Preheat the oven to 400ºF. Half and clean the pumpkin and add it face up to a baking sheet. Add the carrots and onion to the pan as well. Drizzle with olive oil and season with salt and pepper.
Bake on the center rack for 45 - 50 minutes until the pumpkin is tender. When there is 10 minutes left in the baking, place the garlic on the pan and continue cooking.
After everything has roasted and cooled slightly, transfer the veggies and garlic to a blender. Scoop the flesh out of the pumpkin and add that to the blender as well. Toss in spices, broth and lime, and blend on high until smooth and creamy.
Once smooth, add the coconut milk and blend again until creamy. Taste and adjust seasoning as needed.
Serve immediately (if it's warm enough) or transfer to a pan and heat to before you serve. Garnish with a drizzle of oil, pumpkin seeds and some sage leaf if desired.