Place a rack in middle of oven; preheat to 350°. Toast ancho, guajillo, prunes and raisins on a rimmed baking sheet until browned in spots (but not charred!) and very fragrant, nutty and spicy, about 5 minutes. Let cool slightly and transfer to a food processor. Toast almonds, peanuts, pecans, pumpkin seeds, sesame seeds, peppercorn, oregano, cinnamon, clove, bay leaves and avocado leaves until nuts are lightly browned and spices are very fragrant, 8-10 minutes. Let cool slightly and transfer to food processor with chile mixture. Purée until finely ground but not paste-like. Bring chile purée, stock and lard to a boil in a large heavy pot, reduce to low, cover and simmer for 1 hour.
Meanwhile, increase oven to 450°. Roast tomatoes, garlic, plantain and onion on a rimmed sheet tray until softened and browned in spots (vegetables should still hold their shape), 25–35 minutes. Let cool slightly and transfer to a medium bowl. Cut the top off the garlic, exposing the cloves inside. Squeeze out roasted garlic cloves into tomato mixture. Scrape into simmering chile mixture, cover and simmer over low heat for another hour, mixture will be very fragrant and slightly reduced. Remove from heat, stir in chocolate and let cool 15 minutes.
Transfer to a blender, working in batches if necessary, and purée until very smooth and thick; season with salt.
Position racks in the upper and lower thirds of the oven; preheat to 450°. Divide squash among two large rimmed baking sheets. Drizzle with oil; season with salt. Roast, tossing occasionally, until squashes are golden brown and tender, 30–35 minutes for kabocha and butternut and 20–25 minutes for delicata and honey nut. Let cool slightly.
Ladle mole onto a large serving platter, top with roasted squash, crushed chile de arbol, sliced radish, parsley leaves, toasted pumpkin seeds and sliced white onion.
Do ahead: mole can be made 3 days ahead, cover and chill.