For the clotted cream: Put the clotted cream in a medium bowl and stir in the grated chocolate and orange zest. Cover and refrigerate for at least 30 minutes.
For the scones: Preheat the oven to 375 degrees F. Line a baking sheet with parchment.
Whisk together the cream, vanilla and egg in a small bowl until smooth.
In a large bowl, whisk together the flour, sugar, cocoa powder, baking powder, espresso powder and salt. Cut the butter into the dry mixture until it resembles coarse meal. Add the wet ingredients and two-thirds (4 ounces) of the chopped chocolate, and gently mix until a dough just comes together. Transfer the dough to a lightly floured work surface and knead a few times until smooth. Shape into an 8-inch square, about 1 1/2-inches thick, and then cut into 9 equal squares.
Transfer the scones to the prepared baking sheet, leaving a few inches between. Brush with the remaining 1/4 cup heavy cream. Bake until cracked on top and cooked through, 16 to 20 minutes. Cool on the baking sheet on a rack for 20 minutes.
Meanwhile, melt the remaining 2 ounces chopped chocolate in a small bowl in the microwave. Whisk in the oil and let sit at room temperature for 5 minutes. Use a fork or small spoon to drizzle the chocolate mixture over the scones. Let set or eat right away, topped with clotted cream and orange marmalade.