Preheat oven to 350 degrees.
Slice the zucchini, yellow squash and eggplant into 1 inch wide strips and then cut into 2 inch long pieces.
Cut the fennel bulb in half and remove the core. Slice into ½ inch wide strips. Cut the red onion into ½ inch wide strips.
Cut the baby bell peppers in half and remove the stem and seeds and then cut the pieces in half lengthwise. If using full sized bell peppers, cut them into 1 inch by 2 inch pieces.
Place the zucchini, squash, and eggplant in a large bowl and toss with half of the olive oil, salt and pepper. Spread out on a sheet pan.
Toss the carrots, onion, fennel and bell peppers with the other half of the olive oil, salt and pepper. Spread out on a sheet pan.
Put both pans in the oven and roast until then begin to soften and brown. After about 15 minutes, check and stir up the items on each pan.
The carrots, onion, fennel and pepper should take about 30 minutes to brown and the squash and eggplant will take about 35-40 minutes.
When done, remove from the oven and allow to cool on the pan for 15 minutes and then combine all the roasted vegetables in a large bowl.
In a small bowl, whisk together the extra virgin olive oil, white wine vinegar, shallots, salt and pepper. Taste for seasoning and adjust as necessary. Whisk in the fresh thyme. Pour the vinaigrette over the roasted vegetables and gently toss with a large spoon so all vegetables are coated.
The salad can be served immediately or within two hours at room temperature or can be chilled and served later. The vegetables do improve in flavor if allowed to marinate in the dressing for a few hours.