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