Preheat the oven to 450°F. Line a baking sheet with foil or parchment paper and spray with cooking spray or olive oil. Wash and cut the tomatoes in half for small sized tomatoes, cut larger tomatoes into quarters or even eighths.
Place the acorn squash on a tray and roast for 30-40 minutes.
Place the tomatoes, onion, pepper and peeled whole garlic cloves on the baking sheet. Drizzle generously with olive oil, and season with salt and pepper. Roast until parts look slightly charred, about 25 minutes. I always rotate the pan and give it a stir after the first 15 minutes. Be sure to remove the pepper skin if it blackens during roasting.
Pour the roasted tomatoes, pepper, onion, and garlic (plus the juices!) into a Dutch oven. Add the baking soda and stir. This will cause the soup to foam a little, but it will go back to normal in a few minutes.
Add the water, butter, cream, and sugar. Use an immersion blender to puree until smooth and creamy. If you like a chunkier soup, leave some of the pieces a little bigger.
Season with salt and pepper to taste, then let it simmer for 10 minutes.
A great way to serve this hot soup is with parmesan cheese, cheese sandwiches, homemade croutons, or a splash of cream. I also like to garnish it with fresh basil leaves when I have it.