Peel shrimp, and devein, if desired. Set aside.
Melt butter in a 4-quart heavy saucepan over medium-high heat; add onion, and sauté 7 to 8 minutes or until tender. Reduce heat to medium; add squash, and cook, stirring occasionally, 15 minutes or until tender.
Add 1 can broth, shrimp, curry, and thyme, and cook 2 to 3 minutes or just until shrimp turn pink. Let cool slightly.
Process mixture in a blender or food processor until smooth, stopping to scrape down sides.
Return mixture to saucepan; add remaining broth, and bring to a boil. Stir in 1 cup whipping cream, salt, and pepper; reduce heat to low, and simmer 5 minutes. Garnish, if desired.