Arrange oven racks in top and bottom third of oven. Preheat to 400F (200C). Slice zucchini in half lengthwise, then into large chunks. Chop unpeeled eggplant into similar size chunks. Coarsely chop peppers. Slice off and discard dark green tops and roots from leeks. Slice leeks in half lengthwise. Fan out and rinse under water. Thinly slice. Peel squash. (Microwaving on high for a couple of min. makes this easier.) Cut into pieces same size as zucchini. Place veggies and tomatoes in a very large bowl. Add olive oil, basil, salt, thyme and rosemary. Toss to coat. Spread over two large baking sheets.
Roast in top and bottom third of oven until squash is tender but not mushy, 35 to 45 min. Rotate sheets and stir veggies halfway through. Squeeze juice from lemon into a bowl. Stir in sugar and garlic. Whisk in oil. Turn cooked vegetable into a large bowl. Drizzle with half of dressing and toss. Taste and add more dressing if needed. Great warm or at room temperature or cover and refrigerate up to 2 days. Add basil and feta just before serving.