Spoon 1 teaspoon harissa sauce under the skin of each thigh, then transfer to an aluminum foil-lined 10x15-inch baking pan. Spread carrots, cauliflower, and potatoes onto the pan. Drizzle evenly with oil, then sprinkle with salt and pepper.
Roast, uncovered, in the preheated oven until an instant-read thermometer inserted in thickest parts of chicken registers 175 degrees F (80 degrees C), 40 to 55 minutes. Stir vegetables once halfway through.
Stir together parsley, garlic, and zest in a small bowl.
Toss vegetables with remaining 2 teaspoons harissa sauce. Sprinkle with parsley mixture.