Cut a thin slice off the top and bottom of the squash. Peel butternut squash with a sharp vegetable peeler. With a sharp, heavy knife, cut across the neck and round base of the squash separating them. Then cut each piece in half lengthwise. This will make the squash easier to handle. With a tablespoon, scoop out the seeds and fibrous flesh of the bottom of the squash. Discard. Chop the squash into medium chunks.
Peel apples, core and cut into medium chunks.
Place squash, apples, water and agave syrup in a 4-5 quart pot and bring to a boil. Reduce heat to low, add the spices, cover the pot and simmer until squash and apples are very soft when pierced with the tip of a paring knife, about 25-30 minutes.
Puree mixture in a blender in 2-3 batches for safety. Place a folded kitchen towel over the blender lid and holding it in place, turn the blender on low. Slowly increase the speed and puree the mixture until smooth. Blender should not be more than half full when you start. Hot liquids expand quickly when pureeing in a blender. Alternatively you can use a handheld immersion blender to puree the soup right in the pot. Add the coconut milk.
Heat soup gently over low heat until hot if you have made it ahead and refrigerated it. Taste for seasoning. For garnish, sprinkle with chopped chives.