Preheat the oven to 450 degrees F.
Divide the beets between 2 sheets of heavy-duty foil and wrap to enclose. Put the wrapped beets on a baking sheet and roast until very tender, 1 to 1 1/2 hours. Let the beets steam in the foil 15 minutes, then peel and cut into 3/4-inch pieces. Season generously with salt and pepper. Cool.
Meanwhile, trim the squash, then halve lengthwise, scrape out the seeds and cut crosswise into 1/2-inch slices, leaving the skin intact. Toss the squash with the vegetable oil and 1/2 teaspoon salt on a baking sheet. Roast, flipping once, until tender, about 15 minutes. Cool.
Put the carrots in a saucepan with the peppercorns, 1 3/4 teaspoons salt and 3 1/2 cups water. Bring to a simmer, cover and cook until the carrots are very tender, about 15 minutes. With a slotted spoon, transfer the carrots to a bowl, reserving the pan and the cooking liquid. Add the wine, leeks, celery and shallot to the saucepan and bring back to a simmer over medium-low heat. Cook, uncovered, until the vegetables are tender, about 30 minutes. Add the parsley and thyme and simmer 10 minutes. Pour the vegetable stock through a fine-mesh sieve into a 1-quart glass measure or heatproof bowl; discard the solids. If the stock measures more than 2 1/2 cups, return to the saucepan and boil until reduced to 2 1/2 cups. If there is less, add water. Season the stock with salt and pepper.
Stir the gelatin into 1/4 cup cold water and let stand 1 minute to soften, then add the gelatin to the hot stock, stirring until dissolved. Set aside.
Very lightly oil a 4 1/2-by-8 1/2-inch terrine or glass loaf pan with vegetable oil, then line the long sides and bottom with a sheet of plastic wrap, smoothing out any wrinkles and allowing at least 2 inches of overhang on each side. Pour about 1/3 cup of the gelatin-stock mixture into the terrine and quick-chill in the freezer until just set, about 10 minutes.
Arrange the beets in one layer over the gelatin layer then sprinkle with one-third of the chives. Arrange the carrots on top, leaving some space between them for the gelatin to fill and hold the vegetables together. Sprinkle half the remaining chives over the carrots, then top with a layer of squash. Sprinkle the remaining chives over the squash. Stir the remaining gelatin-stock mixture again, reserve 1/2 cup at room temperature, then slowly pour the remainder into the terrine, pushing down the vegetables if necessary to just submerge in the gelatin mixture. Chill, uncovered, until the top is set, 1 1/2 to 2 hours.
If the reserved 1/2 cup gelatin mixture has begun to set, heat until just liquefied but not hot, then pour over the set terrine. Chill until firm, about 2 hours.
To serve, run a thin knife along the short sides of the terrine, then invert the terrine onto a cutting board, gently pulling on the plastic overhang to help unmold; discard the plastic. With a very sharp knife, carefully cut the terrine into 8 slices. Using a metal spatula to hold the outside of each slice steady, transfer 1 or 2 slices to each plate. Place the mache next to the terrine slices. Drizzle the olive oil over the mache and around the plates and then sprinkle the plates with fleur de sel and freshly ground pepper. Serve.
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