On a large baking sheet, arrange the chopped carrots, zucchini, diced red bell pepper, onion quarters, and unpeeled garlic. Drizzle with olive oil, and sprinkle with salt, pepper, and dried thyme. Toss to coat evenly.
Roast the vegetables in the preheated oven for 25-30 minutes, or until tender and slightly caramelized, stirring halfway through.
Once roasted, remove the baking sheet from the oven and let it cool slightly. Squeeze the roasted garlic out of its skins and add it to a blender or food processor along with the roasted vegetables.
Pour in the vegetable broth and blend until smooth. You may need to do this in batches depending on the size of your blender.
In a large pot, combine the blended soup with the heavy cream, stirring well to achieve a creamy consistency. Heat over medium heat for about 5-10 minutes, stirring occasionally until warmed through.
Taste and adjust the seasoning with more salt and pepper if needed.