Heat the olive oil in a large stockpot over medium-high heat. Add the onion and sauté for 5 minutes, stirring occasionally, until softened and translucent. Add the garlic and sauté for 1 to 2 more minutes, stirring frequently, until fragrant.
Add the vegetable broth, carrot, apple, butternut squash, sage, cayenne, cinnamon and nutmeg and stir to combine. Continue cooking until the soup reaches a simmer. Then cover, reduce heat to medium-low, and simmer for 20-30 minutes until the vegetables are all tender and mash easily with a fork. Remove and discard the sage. Stir in the coconut milk.
Use an immersion blender to purée the soup until smooth. (Or alternately, see instructions in the notes below for how to purée the soup safely using a traditional blender.)
Taste and season the soup generously with salt and pepper as needed. Serve warm, topped with your desired garnishes, and enjoy!
