Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper to ensure the scones don’t stick.
In a large mixing bowl, combine the all-purpose flour, baking powder, salt, and granulated sugar. Whisk these dry ingredients together until well blended.
Add the shortening to the dry mixture. Using a pastry cutter or a fork, cut the shortening into the flour mixture until it resembles coarse crumbs.
In a separate bowl, whisk together the egg, heavy cream, vanilla extract, orange extract, and orange zest. Mix until well combined.
Pour the wet mixture into the dry ingredients. Stir gently with a spatula or wooden spoon until just combined. Be careful not to overmix; the dough should be slightly sticky.
Turn the dough out onto a floured surface. Pat it into a 1-inch thick circle. Using a sharp knife or a bench scraper, cut the dough into wedges (like a pizza). Alternatively, you can use a round cutter for traditional scone shapes.
Transfer the scone wedges to the prepared baking sheet. Brush the tops with a little heavy cream and sprinkle with additional granulated sugar for a sweet touch.
Bake in the preheated oven for 15-20 minutes, or until the scones are golden brown and a toothpick inserted into the center comes out clean.
While the scones are baking, make the glaze by whisking together the confectioner's sugar and freshly squeezed orange juice. If the glaze is too thick, add more orange juice until it reaches your desired consistency.
Once the scones are baked, allow them to cool on a wire rack for about 10 minutes. Drizzle the orange glaze over the warm scones, and sprinkle with reserved orange zest for an extra pop of flavor.