Divide out the sage leaves, bay leaves and shallot pieces in the openings of the squash, season with salt and pepper and flip over flesh side down. Place the carrots, cinnamon sticks, and head of garlic alongside the squash and pour the wine into the pan. You may need to split into 2 separate roasting pans, but they should take about the same amount of time in the oven, just divide the wine out accordingly.
Roast at 400°F (205°C), uncovered, for 60-75 minutes, or until tender. Remove and set aside to cool slightly for easier handling.
Scoop out the flesh and place in a blender along with the carrots, shallots, and sage leaves. Squeeze the garlic out of the skin into the blender. Discard the bay leaves and cinnamon sticks.
Blend until smooth and transfer to a large saucepan. Optional: pass through a fine strainer to achieve a silky-smooth consistency. Add the stock ¼ cup at a time until you reach your desired thickness. Add the nutmeg and adjust the seasoning as needed.
Garnish with toasted pumpkin seeds and a drizzle of sour cream and serve.