If you can't find buttermilk: combine 80ml Whole Milk with a teaspoon White Wine Vinegar and set aside while you start the below steps:
In a large bowl, add the flour, baking powder, baking soda and salt and quickly mix together. Add the butter and rub together with your fingertips until you reach pea sized pieces.
Add in the cheese and thyme and stir. Add the buttermilk and cream and use a knife to bring together.
Pour onto a floured surface. Bring together into a rough rectangle. Slice into 3 pieces, stack on top of one another and roll out a little, repeat.
Roll the dough to about 1-1.5" thick. Cut out rounds using a cookie cutter - you should get about 8 if using a smaller cutter. Set onto a plate/small tray and freeze 10 minutes.
Pre-heat the air fryer to 205c and set time for 9 minutes. Beat the egg, if using. This gives that super golden shiny finish! Brush over the scones, add a little piece of thyme and place into the air fryer (don't add baking paper, it stops the airflow).
Let cook about 6 minutes before checking, some air fryers circulate the hot air better than others! They should look a good golden colour at about 8/9 minutes. Remove and let cool before eating!
If using a traditional oven, set it to 210c fan. Bake the scones for about 12 minutes.