Preheat the oven to 425 degrees F.
In a saucepan over medium heat, heat the coconut oil. Add the mushrooms and cook until tender, about 3 minutes.
Stir in the arrowroot and garlic until fragrant, about 1 minute.
Add the coconut milk and stir constantly until thickened, about 5 minutes. Season with salt and pepper.
In a casserole dish, toss the squash with the broccoli, sausage, and sauce. Bake 15 minutes, then serve.