Preheat oven to 375°F Spray a baking sheet with oil and spread squash onto sheet. Spray squash lightly, covering the surface of them. Roast for 20-30 minutes, until tender.
Place celery, garlic, potato, carrot and onion in a large pot with 2 cups water, marjoram, bay leaves, sage, and salt & pepper. Bring water to a boil then simmer for 30 minutes.
Remove bay leaves and add 2 cups water, soy milk, and squash to pot. Using an immersion blender puree soup. It doesn't need to be completely smooth, but try to avoid leaving large chunks of vegetables.
(If you don't have an immersion blender put the vegetables into a food processor with the 2 cups of water and blend until smooth. Return to pot and add milk.).