Preheat oven to 400°F (200°C). Line a large rimmed baking sheet with parchment paper.

Toss the cubed butternut squash with 2 tablespoons olive oil, salt, black pepper, and nutmeg. Spread in a single layer on the sheet. Roast for 30 to 35 minutes, tossing halfway through, until fork-tender and deeply caramelized around the edges.

While squash roasts, melt 2 tablespoons butter in a large Dutch oven or soup pot over medium heat. Add diced shallots and chopped apple, cooking for 5 minutes until soft and translucent.

Add minced garlic and cook for 1 minute until fragrant. Add the roasted caramelized squash and pour in the broth. Bring to a gentle boil, then reduce heat to low, cover, and simmer for 10 minutes to marry flavors.

Using an immersion blender, puree the soup until completely velvety, silky smooth, and lump-free. Stir in 1/2 cup heavy cream and season with additional salt and pepper to taste.

In a small skillet, melt 2 tablespoons butter over medium heat until foaming. Add fresh sage leaves in a single layer and fry for 1 to 2 minutes until crisp and the butter turns lightly browned and nutty. Transfer sage immediately to a paper towel.

Ladle hot soup into warm bowls. Swirl with a touch of heavy cream, drizzle with the nutty sage brown butter, and crown with crispy sage leaves and toasted pepitas.