Preheat oven to 450°. Salt and pepper the tomatoes and then toss the tomatoes and carrots in olive oil. Add the unpeeled garlic to the pan for roasting. Place in the oven for 40 minutes.
Heat olive oil in the stockpot over medium-high heat. Once the oil is brought to heat add the diced onion and sauté until soft, stirring occasionally. About 10 minutes.
Add the broth to the stockpot and bring to a low boil. Then add the paprika, celery seed, and red pepper and simmer on medium-low heat until the tomatoes are done roasting.
Remove the roasted tomatoes, carrots, and garlic from the oven and cool for 5 minutes. Remove the peel from the garlic.
Use a blender or food processor to puree. Work in batches for even consistency to puree the tomatoes, carrots, and garlic with a healthy ladle full of broth and feta cheese. Skim the broth to collect the sauteed onions and blend to puree.
Adjust the seasoning to taste using salt, pepper, or red pepper flakes for more heat.