Preheat oven to 425 degrees F. Peel butternut squash and scoop out the seeds. Cut butternut squash into one inch cubes. Toss with 2 Tbsp olive oil, then roast on a baking sheet for 40 minutes.
While squash is cooking, prepare the zucchini noodles. Take the zucchini, cut off the ends, and then spiralize to create zucchini noodles. Give the zoodles a rough chop, so they are in shorter strands rather than long strands. Set side.
Cut the sausage links into slices. In a large stew pot, heat 1 Tbsp olive oil over medium heat. Cook the sausage, stirring occasionally, until browned. Remove the sausage and set aside.
Into the pot, add the diced onion, salt and pepper. Cook onion until translucent. Then add the chicken stock and water to the pot. Heat to boiling, and add the thyme sprigs. Reduce heat to medium-low.
Add the butternut squash cubes to the pot and simmer for 10 minutes. Then remove the thyme sprigs and scoop out 2 ½ cups of soup (both squash and liquid) into a blender. Blend until smooth. Add the mixture back to the soup and stir.
Increase heat to medium. Add the zucchini noodles and sausage to the pot. Cook for 5 minutes. Season with additional salt and pepper to taste, if desired.