Preheat your oven to 400°F (200°C). Toss the chopped bell peppers, carrots, parsnips, and garlic cloves in olive oil until lightly coated. Spread them evenly on a baking sheet in a single layer.
Roast the vegetables for about 30-35 minutes, until they are tender and begin to caramelize around the edges with a slightly charred look and sweet aroma.
Transfer the roasted vegetables and garlic into a large saucepan. Pour in the vegetable broth and bring to a gentle simmer over medium heat.
Add chopped sage and season with salt and pepper. Simmer for 10 minutes to allow flavors to meld and herbs to infuse the broth.
Using an immersion blender or working in batches with a regular blender, blend the soup until completely smooth and velvety, about 1-2 minutes. If the soup is too thick, thin it out with additional warm broth or water.
Taste and adjust the seasoning with more salt or pepper as needed. Reheat gently if necessary, and your roasted vegetable soup is ready to serve, showcasing a beautiful, vibrant color and silky texture.