Preheat oven to 400 degrees F (200 degrees C). Place a baking sheet in the oven.
Toss cauliflower, yam, and olive oil together until coated; season with salt and pepper. Transfer to the hot baking sheet in a single layer.
Bake until slightly tender and toasted on top, 30 to 40 minutes.
Microwave buttercup squash until flesh is soft and easily removed from skin, about 10 minutes. Let cool for handling. Remove skin.
Melt butter in a large pot over medium heat. Add onion, curry paste, turmeric, and ginger; cook and stir until onion is softened, about 5 minutes. Stir in roasted yams, 1/2 of the roasted cauliflower, squash, and chicken broth. Reduce heat to low; simmer soup until flavors are well blended, about 30 minutes.
Stir chicken and the remaining roasted cauliflower into the soup. Simmer until cauliflower is soft, 15 to 20 minutes. Season with salt and pepper. Garnish with toasted pecans.
Vegetable broth may be substituted for the chicken broth.
Before adding chicken and the remaining cauliflower, you can puree soup with an immersion blender, or smash with potato masher until desired texture is reached. Add in any water as needed until desired consistency is reached.