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.