Mix flour, sugar, baking powder and salt. Cut in shortening and softened butter with a fork or pastry blender until it resembles coarse crumbs.
Mix in oats. Add milk and stir just until dry ingredients are moistened.
Divide dough in half and on a lightly floured surface knead just 6o to 7 times. Pat in circle about 3/4 inch thick. Cut each round into 8 pie wedges. Place the rounds onto a parchment lined baking sheet. Brush tops with heavy cream and sprinkle with coarse sugar. Bake in preheated 375° for 15 minutes or until lightly brown.
Please note that if using a gluten free flour blend the scones may require a longer bake time.