Preheat the oven to 400 degrees. Lay a piece of parchment paper on a large baking sheet.
Cut the pumpkin in half, vertically and scoop out the seeds. Cut the squash in half lengthwise and scoop out the seeds. Rub the cut sides of pumpkin and squash with two tablespoons of the olive oil. Place the pumpkin and squash cut side down onto the baking sheet. Roast for 30 minutes. Remove the squash (it should be tender by now) and let it cool. Continue roasting the pumpkin for another 20-30 minutes, until flesh is tender. Let cool to room temperature.
Meanwhile, in a large dutch oven or stock pot over medium heat, add the remaining two tablespoons of olive oil. Add the chopped apple, fennel, onion, carrot and thyme. Sprinkle with a pinch or two of salt. Cook 4-5 minutes until vegetables are slightly softened. Add the cumin and curry powder, stir and cook an additional minute until the vegetables are fragrant with spices. Add 4 cups vegetable broth and simmer for about 10-15 minutes.
Scoop the flesh from the squash and pumpkin and add it to the broth. Add remaining 4 cups of broth and maple syrup and simmer for 15 minutes. Remove from heat.
Working in batches, ladle the broth and vegetables into a blender. Fit the lid tightly on the blender and place a dish towel over the lid (that's just in case -- to catch any soup that decides to escape -- it's happened to me before!) Puree the soup until creamy and smooth. Pour into a large pot or bowl and continue to blend the remaining soup. Stir in the juice. Season with salt and pepper to taste.
Heat to serve.