Preheat oven to 400°F (205°C). Line a sheet pan with parchment paper.

In a large bowl, combine the flour, granulated sugar, baking powder, salt, and orange zest. Whisk them together to ensure even distribution.

Add the cold butter to the dry mixture and cut it using a pastry blender until the mixture resembles small peas.

In a separate bowl, whisk together heavy cream, egg, and scraped seeds from the vanilla bean. Pour this mixture into the dry ingredients and mix gently.

Fold in the chopped rhubarb carefully; the mixture may still be slightly crumbly.

Transfer the dough to a floured surface and pat it into a 1-inch thick disk. Cut the disk into eight triangles and place them on the prepared sheet.

Bake the scones for about 15 minutes until the bottoms are golden. Let them cool on a wire rack.

For the glaze, whisk together the sifted powdered sugar, half teaspoon of vanilla extract, and enough milk or cream to achieve a thick but pourable consistency. Drizzle this over the cooled scones and let sit for about 10 minutes before serving.