Remove root, tough outer leaves, and tops from leek, leaving 2 inches of dark leaves. Cut into quarters lengthwise. Thinly slice leek; rinse well, and drain.
Melt 1 tablespoon butter in a medium saucepan over medium heat. Add leek, apples, celery, and onion; sauté 5 minutes. Add bay leaf and next 3 ingredients; sauté 8 to 12 minutes or until apples and vegetables are tender.
Stir in chicken broth and chestnuts. Bring to a boil; reduce heat, and simmer 1 hour or until chestnuts are tender. Stir in cream. Discard bay leaf.
Process leek mixture, in batches, in a food processor or blender until smooth. Return mixture to saucepan.
Melt remaining 2 tablespoons butter in a small skillet. Stir in flour until smooth; cook, stirring constantly, 2 to 3 minutes.
Add flour mixture to pureed mixture. Bring to a boil; reduce heat, and simmer 3 to 5 minutes or until thickened. Serve warm. Top with sour cream and grated fresh nutmeg, if desired.