Preheat the oven to 375˚F. Place a sheet of parchment paper or a Silpat liner on a baking sheet and set aside.
In a large bowl, whisk together flours, granulated sugar, baking powder, salt, cinnamon, and nutmeg.
With a pastry blender or two knives, cut butter into flour mixture, leaving some of the butter chunks larger. Stir in carrot, raisins, and walnuts.
In a small bowl, whisk together egg, milk, and vanilla. Add to dry ingredients and mix to combine until a cohesive dough forms and there are no loose dry bits. It might seem a bit sticky; that’s ok.
Dump dough onto prepared baking sheet and use a bench knife or chopstick dipped in flour to score dough into 8. Slightly separate triangles or keep the circle together.
Bake scones for 20-25 minutes, until golden. Cool on a rack.
To make the glaze, beat together softened cream cheese and butter until smooth, then mix in powdered sugar. Add vanilla and a little milk at a time until the glaze is pourable. Drizzle over cooled scones.