In a Dutch oven or large saucepan, over medium-high heat, melt butter, but do not brown. Add the leeks and celery and sauté for 5 minutes. Stir often to wilt vegetables, do not brown them.
Once vegetables are tender, add squash, apple, and broth. Bring to boil. Cover, turn the heat down to a simmer and cook for 30 minutes or until squash and carrots soften. Remove pot from heat and add peanut butter. Puree with a stick blender until smooth.
Stir in cream, Worcestershire, and seasonings. Season to taste with salt and pepper.
If soup is too thick, slowly stir in additional water or chicken broth until the desired consistency is reached.