In a large bowl whisk together the flour, sugar, salt, baking powder and baking soda. Chill while you prepare the remaining ingredients.
Beat the buttermilk and egg together and set aside. Grate the frozen butter on the side of the box grater with the largest holes. Add the grated butter to the dry ingredients and, using your fingers, work in the butter until the mixture comes together and resembles gravel or coarse crumbs.
Add the wet ingredients and stir with a fork. Add the cheese and herbs and stir to combine. Using your hands knead the dough until combined. Turn the dough out onto a floured board and pat into a rectangle. Fold the dough in half, turn and pat into a rectangle. Pat or roll dough into an 8-inch circle and cut into 8 wedges. Place the wedges on a baking sheet lined with parchment paper and chill scones for at least 15 minutes.
Preheat oven to 400°F.
Brush the tops of the chilled scones with the milk and sprinkle with sea salt. Bake until golden brown, approximately 15-17 minutes. Cool on a wire rack.