Before starting, place the cashews in a bowl of water to soak. Make sure they are fully submerged and give them at least 30 minutes to soak. This softens the nut and makes it easier to blend into cashew cream.
Heat the oil in a soup pot over medium heat. Add the sliced fennel and onion and cook, stirring often, until soft and golden, about 5 minutes. Add carrots and garlic and cook for 2 more minutes.
Stir in the vegetable broth. Bring to boil then reduce heat to simmer. Cover and cook 20 minutes until carrots are tender. Remove from the heat and stir in orange juice and salt. Taste and adjust seasonings.
Let the soup cool slightly. Then transfer it to a blender and blend until completely smooth. You may have to do this in batches. Do not fill your blender more than halfway or it may leak out. Alternatively, you can use an immersion blender to purée the soup. It won't get quite as smooth but it makes less mess! Drain and rinse the cashews. Combine all the ingredients for the cashew cream in a high powered blender, like a VitaMix and blend until completely smooth. If you do not have a Vitamix, soak the cashews for at least 6 hours prior to making the soup and blend them in a regular blender.
Serve the soup warm with a dollop of cashew cream and freshly ground pepper.