Preheat oven to 400 degrees.
Place pumpkin halves, cut sides down, on a rimmed baking sheet.
Bake until soft, about 50 minutes.
Scoop out flesh, and puree in a food processor (you should have 2 cups).
Melt 1 tablespoon butter in a small saucepan over medium-high heat.
Add reserved seeds and fibers from pumpkin, and cook for 4 minutes.
Add stock, water, and thyme, and bring to a gentle simmer.
Cook for 9 to 10 minutes.
Meanwhile, melt remaining 5 tablespoons butter in a large saucepan over medium-high heat.
Add pumpkin puree, parsnip, potato, and turnip, and cook for 5 minutes.
Add shallots, and cook until soft, about 4 minutes.
Add wine, and cook until liquid has reduced by half.
Strain pumpkin-seed mixture, reserving broth and discarding solids.
Add broth to pumpkin-wine mixture.
Bring to a simmer; cook 20 minutes.
Pass soup through a food mill into a clean saucepan, or puree in a food processor in small batches until smooth.
(If soup does not reach desired consistency using a food processor, press it through a fine sieve to remove any remaining lumps.)
Heat soup in a saucepan over medium-high heat.
Stir in cream, sugar, salt, and pepper, and serve.