Pre-heat the oven to 425°F.
Arrange the squash halves on a baking sheet and rub with softened butter; season with salt, pepper and nutmeg. Dress the garlic with olive oil, salt and pepper and wrap in foil. Roast the squash and garlic for about 1 hour, let both cool to handle.
Melt 2 tablespoons butter in a soup pot over medium heat. Add the onions, apples, sage, salt and pepper; cook, partially covered until very tender, 15 minutes, stirring occasionally. Add the stock, squash and roasted garlic cloves squished from their skins. Puree with an immersion blender, then add the cream, blend again and season with espelette or cayenne, just a pinch to your taste. Simmer over low heat until ready to serve.