Generously butter an 8 inch round springform pan. Sprinkle inside with crumbs. Grate lemons and orange; set gratings aside. Add room temperature cream cheese to the bowl of a mixer. You will want about a teaspoon of each of the lemon and orange zest.
Add rind and vanilla, and continue beating. Gradually add heavy cream and sugar. Beat constantly at moderate speed. (Avoid high speed). Add eggs one at a time, beating well after each.
Beat in sour cream and half and half cream. Pour mixture into pan. Smooth surface. Set pan in a larger one. Pour boiling water around it. (Best to do on oven rack) Place in oven and bake 1 1/4 hours until center does not quiver when shaken.
Remove from water bath and cool 10 minutes. Un-mold while still hot. Let stand until cool. Please note if your springform pan is not watertight DO NOT use a springform pan. If your pan is not water tight use a regular cake pan.
Your cake will not un-mold. Or you can use a springform pan, and place it on the upper rack while you have a pan of water below the cake. Cheesecakes really come out best when all ingredients are at room temperature when you start