Place beans in heavy large saucepan. Add enough cold water to pan to cover beans by 4 inches. Add baking soda and stir. Let beans soak overnight at room temperature.

Drain and rinse beans. Return to same pot. Add 8 cups water, 1 tablespoon olive oil, smashed garlic clove, rosemary, and bay leaf. Bring to boil. Reduce heat to medium-low, partially cover, and simmer until beans are tender, about 1 hour. Season to taste with salt.

Drain beans, reserving cooking liquid in a separate container. Set beans aside. Discard rosemary sprig and bay leaf. 

In same pot, heat remaining olive oil over medium heat. Add onion, carrot and celery. Sprinkle with salt and pepper. Sauté until vegetables are beginning to soften, about 10 minutes. Add chopped garlic and 1 teaspoon thyme and sauté 2 minutes. Add 2 cups reserved bean cooking liquid, 4 cups chicken broth, and beans. Bring to boil; reduce heat to medium and simmer uncovered until vegetables are tender, about 20 minutes. Cool soup for 10 minutes.

Meanwhile, sauté chorizo in skillet over medium-high heat until cooked through, breaking up lumps, about 5 minutes. Transfer chorizo to paper towels to drain.

Use a slotted spoon to remove 1-1/2 cups of bean mixture from soup. Set aside. Using an emulsifier (or food processor), puree remaining soup until smooth. Add the whole bean mixture to the pureed mixture in the pot. Add in the remaining 1-1/2 teaspoons of thyme, cooked chorizo, and cream. Rewarm soup over medium heat. Season with salt and pepper to taste.