Preheat oven to 375. Use a large chopping knife to cut the squash in half, then remove seeds with a tablespoon. Sprinkle 1 tablespoon of the olive oil over the squash flesh, add salt and pepper to taste, then place flesh side down on a baking tray.
Place squash in oven to roast until flesh is soft, about 40 minutes. The squash is done when you an easily pierce a fork through the skin and through the flesh. The garlic can roast along with the squash, wrapped in aluminum with a bit of olive oil.
You can chop and start to cook the other veggies as the squash roasts. Heat the other tablespoon olive oil in a large soup pot. Add the onions and sauté for about 5 minutes. Add the carrot and parsnip, sauté another 5 minutes.
Stir in the potatoes, then add the broth and water. Bring to a boil, then reduce to a simmer. Add the sage and bay leaf to the pot. The veggies should simmer for at least 15 minutes as the squash continues to roast. Longer is fine.
When the squash and garlic have finished roasting, remove from oven to cool for about 5 minutes. When the veggies in the soup pot are cooked to a nice softness, scoop the roasted squash flesh into the soup pot. Then squeeze the roasted garlic out of the skin, and stir into the soup. Stir to combine everything.
Simmer the soup for at least 10 minutes after adding the squash to let the flavors combine. Remove the bay leaf.
Turn off the heat, and then puree the soup using an immersion blender (recommended) or a food processor.
Return the soup to medium heat and finish by adding the cumin, cinnamon and cayenne. Stir in the spinach, cook for a few more minutes so that the spinach wilts.