Preheat oven to 425F. Line a baking sheet with parchment paper. Set aside.
In a large bowl, combine flour, oats, sugar, baking powder, baking soda, and salt. Cut in butter until crumbly. Mix in cream, espresso, vanilla, and egg until a shaggy dough forms.
Turn dough onto a floured surface and gently knead several times until dough comes together. Pat dough into a 1-in thick round. Cut the round into 8 wedges and place wedges on prepared baking sheet. Brush with additional brewed espresso
Bake scones at 425F 13-15 minutes or until golden-brown. Remove from oven and cool on a wire cooling rack.
Make the caramel sauce: In a small saucepan over medium-high heat, melt butter. Add sugar, agave and salt and bring caramel sauce to a simmer, stirring occasionally until golden brown and thickened.
Remove caramel from heat and drizzle while warm over cooled scones. Let scones stand 5 minutes then enjoy!