Grease sliced surface of squash with 1 tablespoon olive oil and season with salt and pepper. Arrange on a baking sheet and roast until very tender, about 45 minutes. Remove from oven and cool.
In a large heavy pot over medium-high heat, add remaining 2 tablespoons of olive oil, onion, carrot, and then season with a pinch of salt. Saute until tender, about 10 minutes. Add garlic and ginger, and sauté for 2 more minutes. Scoop squash flesh into the pot and stir. Add 4 cups vegetable broth and bring to a boil. Reduce heat to low, cover the pot, and simmer vegetables until tender, about 30 minutes.
Turn off the heat and add the chipotles and coconut milk, and using an immersion blender, carefully puree the soup until very smooth. A blender may also be used. If necessary, add more broth to create desired consistency. Season with salt and pepper to taste.