Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together flour, sugar, baking powder, and salt.
Cut in the cold butter with a pastry cutter or fork until the mixture resembles coarse crumbs.
In a separate bowl, mix heavy cream, egg, vanilla extract, and orange zest.
Gradually add the wet ingredients to the dry mixture, stirring until just combined.
Gently fold in the cranberries.
Transfer dough to a floured surface and shape into a round disk about 1-inch thick.
Cut into 8 wedges and place them on the baking sheet.
Bake for 15-18 minutes until golden brown. Let cool completely.
For the glaze, whisk together powdered sugar and orange juice. Drizzle over cooled scones.