Add butternut to slow cooker along with broth, garlic, onion, apple, salt, pepper, and thyme. Stir to combine then cook for 6 to 8 hours on low, or 2 to 4 hours on high. Soup is ready when butternut is easily mashed with a fork.
Pick out the sprig of thyme. Use a handheld immersion blender to puree the soup (alternatively, carefully transfer to a countertop blender and puree).
Stir in coconut milk and serve. I like to serve topped with a drizzle of more coconut milk, thyme, and smoked paprika.