Combine sugar, juices, cinnamon, half the vanilla seeds and the pod in a saucepan and stir over a low heat until sugar dissolves. Increase heat to medium. Once it starts to simmer, cook for about 5 minutes, or until reduced by one-third and sauce is syrupy and lightly caramelised.
Remove apple cores, then peel and quarter the apples. Cut into 2cm pieces. Trim rhubarb and cut into 3cm pieces.
Add the apple pieces to the sauce and simmer for about 5 minutes until almost cooked. Add zests and rhubarb, then bring to a simmer and cook for 1 minute, or until just starting to become tender. If there is excessive liquid, very gently remove the fruit from the saucepan, reduce the sauce to a syrupy consistency, then add the fruit back in. Remove from heat, cover and cool.
Remove vanilla pod and cinnamon stick. Evenly divide the compote and syrup into four oven-proof ramekins.
Preheat the oven to 160°C.
For the shortcake mixture, place icing sugar, flours, butter, salt and remaining vanilla seeds into a food processor and pulse until a sandy texture is achieved. Do not over-mix, or form a dough.
Place shortcake mix loosely on top in each ramekin and place into oven for 10-15 minutes until just set. Serve immediately with double cream.