Preheat the oven to 400°F. Line a baking sheet with foil and spray with nonstick spray. Arrange the peppers on the baking sheet and roast, flipping occationally, until they are charred all over and beginning to collapse, about 30 minutes. Transfer the peppers to a large bowl and cover tightly with plastic wrap. Let rest until cool enough to handle. Peel and seed the peppers (the skins should pull off easily). Set aside.

In a large stock pot, heat the oil over medium-high heat. Add the onion and cook, stirring occasionally, until softened and translucent, about 5 minutes. Add the garlic, carrots, celery, and parsley and season with salt and pepper. Cook until the vegetables are beginning to color and soften, about 5 minutes. Stir in the cumin, garam masala, and bay leaf and cook for 1 minute. Stir in the roasted red peppers and any juices and the vegetable broth. Bring to a boil, then reduce the heat to low, cover the pot, and simmer until the carrots are tender, about 20 minutes.

Remove the pot from the heat and fish out the bay leaf. Puree the soup with an immersion blender (alternatively, puree the soup in batches in a blender). Stir in the soy cream or coconut milk. Taste the soup and season with more salt and pepper.

Drain the cashews and transfer them to a blender. Add the garlic, olive oil, lemon juice, salt and 1/2 cup of water. Blend on high until the mixture is completely smooth and creamy. Leftovers will keep for about a week in the fridge.