In a 4-qt crockpot, combine squash, onion, celery, garlic, bay leaf, and nutmeg. Pour chicken broth over top. Cover crockpot and cook on low heat 5-6 hours or on high heat 3-4 hours until squash is very tender.
Remove bay leaf and garlic. Discard bay leaf and peel skin from garlic. Finely mash garlic into a paste and return to soup.
Working in batches, puree soup in a high-speed blender until completely smooth OR use an immersion blender. Return soup to crockpot and stir in heavy cream and fresh thyme. Season soup with salt and pepper to taste
Cover crockpot and cook soup an additional 45-60 minutes on high heat. Serve soup warm and enjoy!