Before starting, fully submerge the cashews in a bowl of water and soak for at least 30 minutes to soak.
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 and Jaffa orange zest. Bring to the boil, then reduce heat to simmer. Cover and cook for 20 minutes until carrots are tender. Remove from the heat and stir in Jaffa orange juice and salt. Taste and adjust seasonings.
Let the soup cool slightly. Then transfer to a blender and blend until completely smooth. Drain and rinse the cashews. Combine all the ingredients for the cashew cream in a blender, pulse until completely smooth.
Serve the soup warm with a dollop of cashew cream and freshly ground pepper.
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