Cut the squash in half length-wise and scoop out the seeds. Place cut side down on a baking sheet lined with parchment paper. Bake at 400° F for 40-50 minutes until soft. Let cool, and scoop out the cooked squash.
If you don't have a high-speed blender, soak the cashews in hot water for an hour or longer to soften them.
Combine the cashews, 2 cups broth, cooked squash, miso, nutritional yeast, and lemon juice in a blender. Blend until the sauce is completely combined. If needed, add additional broth so that the sauce is creamy and pourable.
Sauté the onion, stirring, for 5-7 minutes until golden and soft. Sprinkle with sage. Add wine if it starts to stick. Add all the wine and let it simmer for a couple of minutes.
Serve the sauce over cooked pasta, garnished with the sautéed onion.