Preheat convection oven to 200°C (400°F).
In a large mixing bowl, toss squash, carrots, peppers, and onion with olive oil, thyme, salt, and pepper until evenly coated.
Spread vegetables in a single layer on a parchment-lined sheet pan.
Wrap garlic cloves in a small foil pouch and place on the pan with the vegetables.
Roast for 35 minutes or until vegetables exhibit significant browning and are tender to a knife point.
Remove from oven and allow to cool slightly; extract roasted garlic from skins and discard skins.
Transfer roasted vegetables and garlic into a heavy-bottomed stockpot over medium heat.
Add vegetable stock and bring to a simmer, maintaining temperature for 5 minutes to incorporate flavors.
Use a high-speed immersion blender to process the mixture until a completely smooth, homogenous consistency is achieved.
Incorporate lemon juice and perform a final seasoning check before service.