Preheat the oven to 375 degrees F. Line 2 baking sheets with parchment paper.
In a large bowl, combine the all-purpose flour, cake flour, sugar, baking powder, fennel and salt; whisk to combine. Add the cold butter to the flour mixture. Press and work the butter into the flour with your hands until the mixture has a shaggy texture and the butter pieces are no larger than peas.
In a small bowl, whisk together the heavy cream, orange zest and egg yolk. Pour the liquid into the dry ingredients and fold together with a rubber spatula. Continue to gently fold the dough until it just comes together. Turn the dough out onto a lightly floured work surface, making sure to scrape out all the contents of the bowl. Lightly knead the dough together until the ingredients are evenly incorporated and the dough is smooth. Using your hands, press the dough into an 18-by-3 3/4-inch rectangle. Cut the dough in half lengthwise using a bench scraper, so you have 2 long rectangles. Next, cut the dough every 3 inches crosswise, creating 12 small rectangles. Cut each small rectangle in half diagonally. This will give you 24 scones in the shape of a triangle.
Place the scones on the prepared baking sheets, leaving at least 1 1/2 inches between each. Brush the tops with the egg white. Bake, rotating the baking sheets halfway through cooking, until the tops and bottoms are golden brown, 16 to 18 minutes. Let cool about 5 minutes. Serve warm with creme fraiche and jam.