Boy, you have a complicated pumpkin soup recipe! I can't wait to try it. What really stands out for me is the smokiness, earthiness, cream and hint of nutmeg (spice). You have the cayenne pepper and lots of garlic too which is intriguing. I would try an earthy, oaked, Pinot Noir that is not too light. Lindemans Bin 99 would be worth trying. It has a lot of the right characteristics. If you have a lot of spice and heat, you don't want too much alcohol. But your wine can't be too soft--it'll get lost. Pumpkin in general does well with whites but I'd stay away from the usual suspects like Chardonnay. Syrah and Zin are known for spice but it would need to be low alcohol and subtle on the fruit. How fun for you, if I were shopping for this, I would be looking for that nutmeg taste.
Cheryl, I almost deleted last night's answer because I think I have a better idea. Last night I was ignoring the cheese in your dish because it was stumping me, but at 2am it came to me loud and clear. A Tempranillo would be awesome. I find they are more consistent then Pinots which was my biggest challenge to be able to direct you to the right Pinot. A Tempranillo would be less tricky. My absolute favorite is from Justin Vineyards (Paso), you have to call them and ask for it because it is reserved for wine club members but in my opinion, it would be worth it. ($36, 2006) if this is for Thanksgiving, what a great excuse to serve special wine. You can also talk to Maika Llorens who owns Sabor of Spain restaurant and wine shop in San Rafael for a recommendation. She tends towards tannic reds but tell her you're looking for a softer style and she'd love to recommend something I'm sure.