Heat the oil in a large Dutch oven over medium-high heat until it shimmers. Add the onion and carrots and cook until softened and just starting to brown, about 5 minutes.

Stir in the garlic, curry powder, tomatoes, bay leaf, thyme, and lentils. Season with a pinch of salt and pepper. Cook, stirring frequently, until the vegetables are well-softened and the lentils have darkened slightly, 8 to 10 minutes.

Pour in the wine and use a wooden spoon to scrape up any browned bits from the bottom of the pot. Simmer until the wine has almost completely evaporated, about 2 minutes.

Add the vegetable broth and water. Bring the liquid to a boil, then immediately reduce the heat to low. Cover and simmer gently until the lentils are tender but still holding their shape, 30 to 45 minutes depending on the variety of lentil.

Discard the bay leaf. Transfer 2 cups of the soup to a blender and process until completely smooth. Return the pureed soup to the pot to thicken the broth.

Stir in the parsley and season with additional salt and pepper to taste. Serve hot with crusty bread or rice.