Brush the bottom of a baking pan with olive oil and set aside. Cut the squash through the stem ends into halves, prick the skin in several places, and scoop out the seeds.
Brush the cut surfaces with about a tablespoon of the olive oil.
Put the garlic inside the squash cavities and place halves in the pan cut side down.
Add the onions to the pan and brush with remaining olive oil. Pour the water into the bottom of the pan, cover and bake for 50 minutes.
Uncover and bake for 5-10 minutes more or until the squash is tender and the onions are soft.
When the squash is cooled enough to handle, scoop out the flesh.
Squeeze the garlic cloves out of their skins and discard the skins.
In batches in a blender, combine the baked vegetables, vegetable stock, thyme, nutmeg, salt and pepper and puree until it is smooth. (If you are making this ahead - chill here - and when ready go to the next direction).
Pour the soup into a pot and heat gently.
In a small skillet, melt the butter and saute the sage leaves until dark and curled.