Melt the butter in a large pot or dutch oven over low to medium heat. Add the onion, apple, squash, and potato. Season with salt and pepper, cook for 7 to 10 minutes. You don't want anything to brown just cook and soften.
Stir in the bay leaf, sage, and flour. Raise the heat to medium high and slowly add the stock stirring as you go and bring to a boil. Reduce to a simmer and cook for about 15 minutes.
Reduce to low and stir in the cream. Slowly add cheese stirring while adding until it is all melted. At this point, you can carefully ether put the soup in a blender in batches or use an immersion blender right in the pot. I reccomend the immersian blender. Puree until smooth. Season one last time with salt and pepper, ladle in bowls, then top with any extra cheese, and chives. Serve with crusty bread.