Add the ingredients for the sauce to a wok or deep-edged skillet. Heat to medium and bring to a gentle boil. Reduce heat and continue cooking, stirring occasionally, until sauce thickens, about 8 to 10 minutes.
While sauce is cooking, chop the vegetables and spiralize the zucchini.
Increase the heat on the sauce to medium-high and add the carrots and bell pepper. Cook, stirring occasionally, until vegetables begin to soften, about 3 to 5 minutes. Add the zucchini noodles and yellow squash and stir well until all vegetables are coated in sauce. Cover and continue cooking until zucchini noodles have softened, but are still al dente, about 3 to 5 minutes.
Serve red curry zucchini noodles in bowls with lime wedges, sesame seeds, green onion, and cilantro.