Butternut Squash-Stuffed Shells

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10 ounces diced butternut squash (about 2 1/2 cups)

1 small shallot, halved 

1 clove garlic, unpeeled 

2 teaspoons olive oil 

1/4 teaspoon fresh thyme leaves, finely chopped 

1 large leaf fresh sage, finely chopped, plus more for serving 

Kosher salt and freshly ground black pepper 

30 jumbo pasta shells (about 10 ounces) 

1/4 cup vegetable broth or water 

Two 10-ounce packages frozen chopped spinach, thawed, drained and squeezed dry  

1 pound cream cheese, at room temperature 

2 cups whole-milk ricotta  

2 teaspoons red pepper flakes 

2 cups grated Parmesan, plus more for serving 

2 cups heavy cream  

2 tablespoons unsalted butter 

Pinch freshly grated nutmeg 

1 cup freshly grated mozzarella