Heat oven to 400ºF. Put olive oil and kosher salt into a large bowl and whisk to blend. Put onions into the bowl and toss to coat. Place on parchment-lined baking pan in a single layer and roast for 45 minutes. Meanwhile, coat the peppers and garlic in the oil mixture. Add these to the pan with the onions. Cook for 30 minutes, then stir the vegetables. Coat the squash in the oil mixture and add that to the pan. Season all the vegetables with pepper and thyme. Continue roasting 1-½ to 2 hours, or until onions are golden and squash is soft.
Cool the vegetables to room temperature and then purée them in a food processor or blender with some of the broth. Transfer the purée and remaining broth to a large pot. Add bay leaf, pepper flakes, curry, and Garam Masala and bring to a simmer. Simmer for 15 minutes. Add the buttermilk and stir to blend. Adjust seasonings to taste. Serve hot or cold.