1. Place the peas in a large pot or bowl, cover with filtered water and soak overnight. Drain the peas and set aside.
2. Place ham hock in a pot, cover with filtered water and bring to a boil. Reduce heat and let simmer for 1 hour. Drain, reserving the liquid, and set aside.
3. Peel and coarsely chop the onion and carrot. Chop the celery.
4. In a large pot, melt the coconut oil over medium-high heat. Add the onions and cook, stirring, for 2 minutes. Add the celery and carrots and cook, stirring, until just soft, about 3 minutes. Add the garlic and cook, stirring, for 30 seconds. Dice the ham.
5. Add the ham hock and ham and cook, stirring, until beginning to brown.
6. Drain the peas and rinse well. Add the peas, salt, and pepper and cook, stirring for 2 minutes. Add chicken broth, the bay leaf and thyme, and cook, stirring occasionally, until the peas are tender, about 1 hour. (Add reserved ham hock broth as needed, if the soup becomes too thick or dry.)
7. Remove the bay leaf and discard. Adjust the seasoning, to taste, and serve.