Preheat an oven to 190 degrees C. Line a baking tray with aluminium foil.
Cut the capsicums in half from top to bottom; remove the stem, seeds, and ribs, then place the capsicums cut-side-down onto the prepared baking tray.
Cook in the preheated oven until limp, 30 to 40 minutes. Turn the capsicums over halfway through cooking. Once ready, place the capsicums into a bowl and tightly seal with plastic wrap. Allow the capsicums to steam as they cool, about 20 minutes. Once cool, remove the skins and discard. Chop the capsicums.
Meanwhile, bring the water and lentils to a boil in a saucepan over high heat. Reduce heat to medium-low, cover and simmer until the lentils are tender, about 30 minutes. Drain, rinse and set aside.
Heat the olive oil in a large saucepan over medium heat. Stir in the carrot, onion and broccoli; cook and stir until the onion has softened, about 5 minutes. Pour in some of the vegetable stock, cover and steam the vegetables until tender. Pour in the remaining vegetable stock and chopped capsicums; season with the chilli flakes, ginger, black pepper, thyme, and sage. Simmer until the flavours come together and the vegetables are very tender, about 20 to 30 minutes. Add water if needed to maintain your desired consistency. Stir in the cooked lentils until hot.
If desired, pour the soup into a blender, filling it no more than halfway full. Hold down the lid of the blender with a folded tea towel and carefully start the blender, using a few quick pulses to get the soup moving before leaving it on to puree. Puree in batches until smooth and pour into a clean pot. Alternately, you can use a stick blender and puree the soup right in the cooking pot.
To cut the time of this recipe in half, don't roast the capsicums, add them to the saucepan when frying the other vegetables. Use ready-to-eat, tinned lentils.