Preheat the oven to 375 F.
On a parchment lined sheet pan, place the cauliflower florets, sweet potato, bell peppers, carrots, garlic, and shallots until evenly dispersed.
Drizzle with the olive oil, sprinkle with A couple of pinches of Kosher salt and some fresh ground black pepper. Sprinkle the smoked paprika and cayenne pepper over all the vegetables. Toss the vegetables to coat with oil and spices.
Roast for 20 minutes, remove from oven and toss the vegetables. Return to oven and roast for another 20 minutes, repeating the toss. Return to oven for the final 20 minutes and test to make sure the vegetables are very tender. A fork should easily go into all of the vegetables.
Once all the vegetables are tender and golden, remove them from the oven and allow the vegetables to cool to the touch for about 20 minutes.
Reserve some of the vegetables to garnish the soup.
Working in batches, carefully remove about half of the hot vegetables from the sheet pan and place them in a blender. Add all the coconut milk to the first batch. Blend on low and work the settings to high. Add about 1 cup of stock to blend the vegetables well. The soup should be velvety and creamy.
Pour the blended soup into a large soup pot.
Repeat this with the next batch of the remaining cooled vegetables and blend it with 2 cups of chicken stock. The texture should be very smooth. Add more stock if needed. Pour the blended soup into the soup pot with the first batch.
Add the 2 bay leaves and simmer on low for 25 minutes. Taste and season with more kosher salt and pepper if needed. Keep on low until ready to serve or cool completely, and refrigerate if you are making ahead.
When serving, garnish with reserved roasted vegetables on top or chopped parsley or thinly sliced chives.