Melt the butter in a pot over medium heat.
Stir in the onion, and saute until beginning to soften.
Add in the zucchini, and saute until softened.
Mix in the garlic, thyme, rosemary, nutmeg, carrots and salt and pepper to taste. Saute for 30 seconds.
Pour in the chicken broth, cover and bring to a boil.
Reduce the heat to medium low and simmer until the vegetables are tender.
Stir in the heavy whipping cream, and simmer for 5 minutes.
Mix in the cheese, and stir until melted.
Use an immersion blender to blend the soup until smooth if desired.