Place cashews in a bowl and cover with warm water. Set aside.
Place red onion and bell pepper on a baking sheet. Add oil and toss to coat. Bake for 20-25 minutes, stirring halfway, or until veggies are golden.
Heat a soup pot or dutch oven over medium heat and add a drizzle of olive oil. Once hot, add carrots and celery. Saute for 5 minutes. Add garlic and cauliflower and saute for another 5 minutes. Add roasted vegetables, thyme, and vegetable broth. Bring to a boil and then reduce heat to low and simmer (covered) for about 20 minutes or until cauliflower is tender.
Ladle a couple cups of soup into a high-speed blender. Add cashews and blend (careful, it will be hot) until completely smooth. Blend the rest of the soup in batches until smooth and creamy.