Melt butter in large, heavy-bottomed soup pot over medium heat. Add onion, carrot, celery, and salt. Sweat for 5-10 minutes, or until veggies begin to soften, stirring occasionally. Sift the flour over the veggies and cook, strring constantly, for 2-3 minutes.
Gradually add chicken broth and bring to boil, stirring constantly. Reduce heat to low and add garlic and bay leaf. Cover and simmer for 30 minutes or until veggies are soft.
Remove bay leaf. Turn off heat, add heavy cream and then puree with an immersion blender or in a conventional blender (if using blender or food porcessor, cool 5 minutes then transfer liquid to blender or processor and fill no more than 1/2 way. If using blender, release one corner of lid to prevent vacuum effect from heat expansion resulting in heat explosion. Place a towel over top of processor feeding and pulse a few times beofre process on high speed until smooth).
Gradually add the cheese, 1 small handful at a time, and stir until melted before adding next handful. Stir in Marsala, Worcestershire, hot sauce, and white pepper. Taste and add additional salt if desires. If soup is not hot enough, return to low heat until warmed through.
If not serving right away, store in a thermos to keep warm and avoid graininess. If refrigerating and reheating, use double boiler to reheat.