Preheat the oven to 400°F. On a rimmed baking sheet, toss the carrots and fennel with the 2 teaspoons of oil. Roast until lightly browned, about 15 minutes.

In a large pot over medium-high heat, warm the remaining 3 tablespoons oil. Add the onion and sauté until translucent and fragrant, 2 to 3 minutes. Stir in the curry paste and cook 1 minute longer. Stir in the carrots and fennel to coat. Add the coconut milk, broth, and 1 teaspoon salt. Bring to a boil, then reduce the heat and simmer until the vegetables are very soft, about 25 minutes. Remove from the heat. Add the lime zest and juice. Using a blender, puree the soup until smooth. Season to taste with salt.

Ladle into individual bowls, add drops of chili oil and olive oil, top with garnishes, and serve.