Heat oil, and sauté onions, garlic, ginger, and carrots for five minutes. Deglaze with wine, and reduce until pan is nearly dry.
Add stock, bay leaf, and 1 tablespoon of the curry, cover, and simmer until carrots are very tender, about 15 minutes.
Remove bay leaf. In a food processor or blender, puree soup until smooth. Work in small batches for best results, adding in some of the coconut milk to aid in the blending. Strain the processed soup through a wire mesh strainer in to a clean pot, and return the mixture to the stove over low heat.
Add the remaining coconut milk, Worcestershire powder, sugar, and curry, 1 tablespoon at a time, until desired seasoning level is reached. Add lime juice, and adjust for salt.
Rub prawns with paprika and cayenne, and grill or sear them.
Ladle soup into bowls, and garnish each with two prawns, a wedge of lime, and a few leaves of cilantro.
Notes:
If you're short on time, or you perhaps planned your garden space better than I did, and therefore the creative utilization of carrots is not a pressing issue for you, a can of pumpkin puree is an excellent substitution.