Preheat the oven to 425º F and set out a baking sheet without parchment. You don't need to spray it with cooking spray or oil either.
In a large mixing bowl whisk the flour, sugar, baking powder, orange zest, and salt together until combined.
Using a cheese grater, grate the butter on one of the smaller-holed sides into the flour mixture. Cut the butter into the flour mixture using a pastry cutter or the back of a fork until a texture that resembles a coarse meal forms.
In a medium bowl mix the egg, heavy cream, vanilla extract, and orange extract together. Pour the mixture into the dry ingredients and stir using a wooden spoon or spatula.
Using your hands gently knead the dough until it forms a very sticky, but a well-combined mixture. Carefully fold in the cranberries.
Turn the dough out onto a lightly floured work surface and roll it into a ball. Press or roll it into a flat disc that's about 2-inches in height. Using a sharp knife or a straight edge cut the disc into 8 slices and place them 1 inch apart on the baking sheet.
Using a pastry brush coat the tops of the scones with heavy cream and sprinkle coarse sugar on top.
Place the scones on the middle rack in the oven to bake for 12 to 15 minutes or until the tops and edges begin to turn a golden brown.