Preheat oven 450°F. Toss the first 8 ingredients together in a large mixing bowl using tongs.
Spread veggies in a single layer onto a baking sheet.
Bake for 30-35 minutes or until vegetables are tender and lightly browned, turning everything halfway through with tongs.
Remove pan from oven. Using an immersion blender or in a high-powered food processor, blend 2 cups of the roasted veggies and 1 cup broth until pureed. (I have both of those blenders, and I usually go with the immersion blender if possible. So easy and minimal cleanup!)
Heat the puree along with the remaining broth over medium heat until heated through, about 5-7 minutes.
Stir in the coconut milk until heated through again, 2-3 minutes.