Heat oil in a large saucepan over medium heat. Cook onion and red bell pepper until softened, about 5 minutes. Add zucchini; cook until softened, about 5 minutes more. Stir in garlic until combined. Add tomato puree, mustard, oregano, basil, and bay leaf. Bring to a simmer. Cook vegetable mixture until flavors blend, 10 to 15 minutes.
Preheat oven to 400 degrees F (200 degrees C). Grease a 9x13-inch baking pan.
Whisk flour and 2 tablespoons milk together in a bowl until no lumps remain. Mix in 3/4 cup milk and 3/4 cup plus 2 tablespoons vegetable stock. Pour this sauce base into a saucepan over medium-high heat. Add margarine; cook, whisking constantly, until simmering. Reduce heat to low. Add 1/2 cup vegan cheese; stir well. Season with parsley and black pepper. Cook until cheese is fully melted, about 5 minutes.
Cover the bottom of the baking pan with lasagna noodles. Add a layer of vegetable mixture; top with a thin layer of the cheese sauce. Repeat layering with the remaining noodles, vegetables, and cheese sauce, finishing with a thick blanket of sauce. Sprinkle the remaining 1/2 cup vegan cheese on top.
Bake in the preheated oven until top is bubbly and browned, about 30 minutes. Let rest before serving until firm, 15 to 20 minutes.