In a large deep saucepan over medium heat, add oil. When hot, add red onions and leeks; stir and cook until onions just begin to be translucent, about 3 minutes. Add fennel and zucchini, sprinkle sea salt, stir, cover and cook for 5 minutes, stirring often. Add garlic and sauté for 2 minutes, stirring constantly.
Pour in chicken broth and lemon juice; stir and bring to a boil. Reduce heat to medium and simmer for 20 minutes, stirring occasionally.
Remove from the heat and let cool for 10 minutes before pouring it in the jar of a blender. Place the lid and cover with a dish towel; process until smooth. Add heavy cream and process for 1 minute. Pour soup in a large bowl and transfer to the refrigerator until chilled, about 4 hours. Yields 6 cups.