Line a baking sheet with parchment paper.
Peel and cut up squash and carrot into 1-inch pieces. Add to baking sheet. Toss with olive oil. Bake for 45 minutes, turning occasionally, until squash is well browned and caramelized.
When the squash is almost done, melt butter in the Dutch oven.
Add sliced onion and garlic, cooking over medium-high heat, stirring consistently until tender.
Add squash and broth to the Dutch oven. Season with salt, pepper, and nutmeg.
Carefully pour soup into a blender and blend until smooth. Return to Dutch oven and cook until soup is hot.
Mix 2 tablespoons of coconut milk with the same amount of sour cream and whisk until well combined.
Ladle soup into bowls, topping it with a drizzle of sour cream mixture and pepitas.