Cook the sausage in a skillet over medium heat, breaking into small pieces with a wooden spoon. Once the sausage is cooked through, drain in a paper towel lined bowl and add the red pepper and garlic to the skillet. Saute for 2-3 minutes until softened and remove from heat to cool. Prep all other chopped veggies and herbs while the sausage and peppers are cooling.
Now mix the flour, baking powder, sugar, and salt in the bowl of your electric mixer. Chop the cold butter into cubes and place it into the bowl. Mix on low until the butter is the size of peas, then add the eggs and cream. Mix until just combined and add the completely cooled sausage, peppers and garlic, cheese, green onions, and thyme. Gently stir.
Dump the dough onto a well floured work surface. Press it flat until it's 1 1/4-inch thick, then use a 1 1/2- to 2-inch cookie cutter to cut out the scones. Cut them as close together as possible. Flour the cutter between cuts and place the scones on a parchment paper lined baking sheet. Gather the leftover dough, then press flat and cut again.
Preheat the oven to 400 degrees F. Place the scones in the fridge while the oven is heating to keep them cold. Then once the oven is ready, whisk the egg white and water together for egg wash. Brush the egg wash over the tops of the scones. Bake for 12-16 minutes, until the tops are golden brown.
Scone dough needs to be VERY COLD when it goes in the oven to create soft buttery layers. Use cold butter, eggs and cream. Work fast. And chill before baking if necessary.