Preheat oven to 400 degrees and set oven rack to the middle position. Line a baking sheet with parchment paper, set aside.
In a medium-sized bowl, gently toss flour, baking powder, baking soda and salt. Set aside. In a separate small bowl, whisk sour cream and egg until completely smooth. Set aside.
In a large bowl, stir sugar and orange zest together until sugar is moistened and zest is evenly distributed. Pour in flour mixture and toss to combine. Grate frozen butter into mixture. Using your hands, work in the butter until the mixture resembles a coarse meal. Gently stir in sour cream mixture until just about combined. Do not over work the dough! Again, very gently press the dough against the sides of the bowl a few times and form a ball. The dough will be sticky at first but will come together as you form it.
Place dough on a lightly floured surface and lightly pat into an 8" circle about 3/4" thick. Use a very sharp knife to cut into 8 triangles (like a pizza). Transfer triangles onto prepared baking sheet. You can arrange them in two rows, 4 in each row, or arrange them in a circle shape - leaving about 1" between each one.
Bake scones for 15-17 minutes or until the tops begin to golden. Don't take them out too early or they will be too soft. Allow them to cool for 10 minutes on the pan before transferring onto a wire rack to finish cooling completely. During this time, prepare glaze. Stir together melted butter, confectioner's sugar, vanilla and orange juice until smooth. Once completely cooled, go ahead and either dip the tops of the scones into the glaze or drizzle it on top with a spoon.