Preheat your oven to 400°F (200°C).
Sauté the finely diced shallots and jalapeños until soft and fragrant.
Whisk together buttermilk, honey, and one egg in a large mixing bowl.
Combine all-purpose flour, sea salt, baking powder, baking soda, garlic powder, onion powder, paprika, and red pepper flakes in another bowl.
Cut in the cold cubed butter into the dry mixture until crumbly.
Fold in the crumbled goat cheese, sautéed shallots, and jalapeños into the dough.
Turn out the dough onto a floured surface, pat it down into a circle about one inch thick, and cut into wedges or use a round cutter.
Whisk together one egg with water and brush over each scone.
Place shaped scones on a lined baking sheet and bake for about 15 minutes or until golden brown.
Cool slightly on a wire rack and serve warm or at room temperature.