Preheat oven to 375F with two racks placed in the middle of the oven.
Grease two rimmed baking sheets with cooking spray.
Place tomatoes, skin side down, on one of them. Gently toss the onions and red peppers lightly with coconut oil, try to keep the onion wedges intact!. Place on the other baking sheet, with the red peppers skin side down and the unpeeled garlic.
Bake for 40 minutes, until the vegetables are tender throughout and turning golden on the edges.
In a large soup pot over medium-high heat, bring the vegetable broth to a boil. Peel your garlic and toss it in. Add the roasted vegetables, red pepper flakes, and paprika. Simmer for 10 minutes, reducing heat as necessary to maintain a steady simmer.
Purée the soup using an immersion blender or transfer the soup to a blender, several cups at a time. Season to taste with salt and pepper.