Melt the butter in large heavy-bottomed soup pot set over medium-high heat. Add the onion, carrot, celery, and 1/2 teaspoon salt, and cook until the vegetables begin to soften, stirring occasionally, 5 to 7 minutes. Reduce the heat to medium, sprinkle the flour over the vegetables, and cook, stirring constantly, for 2 to 3 minutes.
Increase the heat to high, gradually add the chicken stock, and bring to boil, stirring constantly. Reduce heat to low and add the garlic and bay leaf. Cover and simmer until vegetables are soft, approximately 30 minutes.
Remove the bay leaf. Turn off the heat, add the heavy cream, and then puree with an immersion blender or in a conventional blender (see note). If using a conventional blender, return to pot after blending, then season. Gradually add the cheese, one small handful at a time, and stir until melted before adding next handful. Stir in the Worcestershire sauce, Tobasco sauce, white pepper, and Marsala. Taste and add additional salt, if desired. Return the soup to low heat until warmed through.