In a blender, add cashews with 1/2 cup of water and puree until smooth. Next, add 1 cup water, 1/2 chopped Cubanelle pepper, 1/2 cucumber, jalapeño, garlic, scallion, parsley, vinegar and lime juice and blend until smooth, about 1 minute. If soup is too thick, add more water one tablespoon at a time. With the motor running, slowly pour in oil. Blend until incorporated and soup is smooth and creamy.
Transfer soup to a bowl, then whisk in 2 tablespoons yogurt, one tablespoon at a time. Season with salt and adjust seasoning if needed. Add remaining Cubanelle peppers and cucumber to the blender and pulse a few times to break down, leaving mixture chunky. Add to soup; stir to combine. Refrigerate for 2 hours or until well chilled. To serve, ladle gazpacho into bowls, garnish with a dollop of yogurt; sprinkle with reserved scallion and parsley and drizzle with olive oil.