Heat the oil and butter in a large pot over medium heat. Add the onion and garlic and sauté a few minutes until translucent. Add the jalapeño, carrot, celery, cauliflower, and sweet potato. Sprinkle the vegetables with the salt and pepper then cook, stirring together about five minutes until the vegetables start to soften.
Sprinkle with the flour and stir around for a few minutes to ensure the flour is cooked. Add the chicken broth, milk, cream, bay leaves and thyme sprigs and bring to a simmer. Adjust the heat to maintain a simmer, then cover and cook until the vegetables are soft, about 15-20 minutes.
Add the cheese, corn, and Worcestershire sauce and cook until the cheese is melted and the corn is hot. Serve garnished with chives.