Preheat the oven to 375 degrees F (190 degrees C). Line a large rimmed baking sheet with parchment paper.
Combine butternut squash, fennel, onion, and garlic on the baking sheet. Drizzle with oil and salt and toss until well combined.
Roast vegetables in the preheated oven until soft and lightly browned, 35 to 40 minutes.
Puree 1/2 of the vegetable mixture in a blender with 1/2 of the broth until smooth. Pour mixture into a large saucepan set over low heat. Puree the rest of the vegetables and broth; add to the saucepan.
Stir in marmalade and pumpkin and heat through over low heat. Stir in cream before serving. Season with salt and pepper.