Preheat the oven to 375 degrees F.
Cut the squash in half through the stem and remove the seeds. Drizzle the cut edges with oil, season with salt and pepper, and put it, cut side down, on a baking sheet. Roast until very soft, about 1 hour. Remove the squash from the oven, turn the halves over and let them stand until cool enough to handle. Scoop the flesh from the shell, into a bowl and discard the shell.
In a large saucepan or Dutch oven with a lid, heat the 2 tablespoons oil over medium heat. Add the shallots and cook until softened, about 6 minutes. Add the squash flesh, chicken stock, and curry powder and bring to a boil. Reduce the heat to a simmer, cover, and cook until the squash is broken down, about 10 minutes.
Cool the squash mixture for about 5 minutes before adding it to a blender. Working in batches, puree the soup in a blender until smooth, transferring the puree to a clean saucepan as you work. Season the soup with salt and pepper, to taste, and simmer a few minutes over medium heat to combine the flavors. Ladle the soup into serving bowls and serve immediately.