Combine vanilla extract, yogurt, buttermilk, and heavy cream in a small bowl, then whisk to combined. Place in fridge until needed.
In a large bowl, whisk together flour, baking powder, finely ground coffee or espresso powder, salt, baking soda, and sugar. Use a box grater to grate the butter using the largest holes. Add to flour mixture, then use your hands to coat evenly.
Make a small well in the center of the flour and butter, then pour in the wet ingredients. Use a rubber spatula or wooden spoon to combine until just barely incorporated. There will still be bits of loose flour in the bowl.
Add frozen blueberries, then stir to combine. Cover with plastic wrap, then place in the fridge for at least a few hours or overnight until very cold. After resting period, give the dough a final stir. It will still be very crumbly and look as if it will not hold together well. Do not add any more liquid.
Line a rimmed baking sheet with parchment paper and grab a 2" round biscuit cutter. Place the cutter on the parchment paper, then grab a handful of scone dough and press firmly down into the mold. Repeat, pressing down firmly, until the mold is filled and the dough resembles a thick "hockey puck." Very carefully remove the mold, trying as best you can to keep the dough in tact. Do not be surprised if it breaks apart slightly and some pieces fall to the side. Just do the best you can and move on to the next scone. Repeat until all scones are formed. Place baking sheet in the freeze for at least a few hours or overnight if you're able.
When ready to bake, preheat oven to 375 F. Whisk egg in a small bowl, then gently brush egg wash on top of frozen scones. You may inadvertently brush off some of the scones -- this is okay, just keep working moving forward!
Bake scones for 18-20 minutes, rotating the pan about halfway through cooking time. Scones are done when the bottoms are browned and the tops have turned a deep golden brown. Let cool slightly before serving.