Preheat oven: Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
Whisk the flour, sugar, baking powder, salt, and lemon zest in a large bowl. Add the cubed butter and use a pastry cutter or your fingers to cut it into the flour mixture until it resembles coarse crumbs.
Pour in the heavy cream and vanilla extract. Stir until the dough comes together. Be careful not to overmix.
Shape the shortcakes: Turn the dough onto a lightly floured surface. Pat it into a 3/4-inch thickness. Use a biscuit cutter to cut out rounds of dough. Place the rounds onto the prepared baking sheet, leaving some space between each one.
Bake the shortcakes in the oven for 12-15 minutes or until golden brown.
Make blueberry sauce while the shortcakes are baking. Mix blueberries, lemon juice, and confectioners sugar in a saucepan over medium heat until the mixture has a saucelike texture and is sweetened to your liking.
Assemble your blueberry shortcake using fresh whipped cream and blueberry sauce.