Wash the pork fillet, pat dry, and remove the silver membrane. Season with salt and pepper, then rub with some mustard.
Heat clarified butter in a non-stick pan over medium-high heat. Brown the fillet on all sides with the shallot and garlic, about 5 minutes. Deglaze the pan with the red wine, scraping up browned bits. Add the water, cream, cream cheese, tarragon, sugar, chili powder, salt, pepper, and vegetable stock. Simmer for 5 minutes, turning the fillet every 1-2 minutes.
Transfer the fillet and sauce to a baking dish. Arrange the potatoes, carrots, pumpkin, and zucchini around the fillet. Pour the sauce over everything. Bake on the middle rack at 220°C / 425°F (200°C / 400°F with convection) for 30 minutes, turning the fillet every 10 minutes and stirring the vegetables every 10 minutes.
Reduce oven temperature to 175°C (350°F) and bake for another 10 minutes until the pork reaches an internal temperature of 63°C (145°F).
Cut the pork fillet into 2 cm (about 0.8 inch) slices. Arrange the slices in the baking dish with the vegetables and serve immediately.