Preheat oven to 400°F. Toss squash with 1 tbsp olive oil, ½ tsp cumin, and salt on a parchment-lined baking sheet. Roast until caramelized, about 25 minutes. Reserve.
Heat remaining 1 tbsp olive oil in a large heavy pot. Add onion and cook, stirring occasionally, until translucent, 5 minutes. Reduce heat to medium-low and continue cooking, stirring often, until deeply caramelized, 10–12 more minutes.
Stir in lemongrass, Thai chili, and garlic; cook 2–3 minutes until fragrant.
Pour in coconut milk and 1 cup broth. Add roasted squash and bring to a simmer. Cook until squash is very soft, 10–15 minutes. Remove from heat.
Blend with an immersion blender until velvety smooth. Add more broth if too thick. Season with salt, 2 tsp fish sauce, and lime juice.
Stir together yogurt and remaining 1 tsp cumin with a splash of fish sauce. Ladle soup into bowls, drizzle with cumin yogurt, and top with sunflower seeds and cilantro.