The vegetable broth relies on using all of the pumpkin -- skin, flesh, and seeds.
Preheat oven to 375 degrees. Place 7 pumpkin wedges on a heavy rimmed baking sheet. Peel and seed remaining wedge, and cut into 1/2-inch cubes; set cubes aside and add peel and seeds to baking sheet. Remove stems from 2 mushrooms; thinly slice caps, and set sliced caps aside with reserved pumpkin cubes. Add stems and remaining mushrooms to baking sheet. Julienne two white pieces of leek, and set aside with reserved pumpkin and mushroom; set aside remaining leeks.
Drizzle pumpkin and mushrooms on baking sheet with the oil, and sprinkle with 1/2 teaspoon salt; toss to coat. Add thyme, sage, and garlic to sheet, and toss to combine; spread out in a single layer. Bake until pumpkin is lightly browned and garlic is soft, 40 to 45 minutes.
Transfer roasted vegetables to a large stockpot. Place the hot baking sheet on stove burner over medium heat, and add 1 cup water, scraping browned bits with a wooden spoon. Add deglazed liquid to pot. Add leeks, shallots, parsley, bay leaf, and 12 cups water. Bring to a boil. Reduce heat to medium-low; simmer, partially covered, 45 minutes. Uncover, and raise heat to medium. Cook 15 minutes more. Pour through a fine sieve into a medium saucepan; discard solids.
Add reserved julienned leek, the pumpkin, and mushrooms to saucepan, and season with salt. Bring to a simmer over medium heat; cook until vegetables are tender, about 10 minutes. Season with salt and pepper, and serve.