Heat the oil in a Dutch oven over medium-high heat until it shimmers. Stir in the onion and carrots and cook until the vegetables begin to soften, about 2 minutes.

Stir in the garlic and curry powder and cook until fragrant. Add the tomatoes, bay leaf, and thyme and continue cooking until aromatic, about 30 seconds.

Stir in the lentils and salt. Cover the pot and reduce the heat to medium-low; cook until the vegetables are softened and the lentils have darkened, 8 to 10 minutes.

Uncover the pot and increase the heat to high. Pour in the wine and scrape up any browned bits from the bottom of the pot. Stir in the broth and water and bring the mixture to a boil.

Partially cover the pot and reduce the heat to low. Simmer until the lentils are completely tender but still hold their shape, 30 to 35 minutes.

Discard the bay leaf. Transfer 3 cups of the soup to a blender and puree until smooth, then return the mixture to the pot. When blending hot liquids, hold the blender lid down with a folded kitchen towel to prevent steam from forcing the lid off.

Warm the soup over medium-low heat until hot, about 5 minutes. Stir in the parsley and serve hot.