In a bowl, beat cream cheese, cream, powdered sugar, lemon zest, and vanilla until light and fluffy. Set aside.
In a saucepan, combine blueberries, water, salt, and sugar. Cook over medium heat until berries break down.
Mash gently and simmer for 15–20 minutes until thickened. Stir in lemon juice, vanilla, and cinnamon. Let cool.
In a separate bowl, whisk coconut milk, eggs, cinnamon, nutmeg, vanilla, maple syrup, sugar, and salt.
Dip each slice of bread into the mixture, soaking both sides for 3–4 minutes.
Heat a greased skillet over medium heat and cook each slice for 3–4 minutes per side until golden brown.
Spread cheesecake filling over the French toast and top with blueberry jam.
Drizzle with maple syrup and serve your blueberry cheesecake French toast warm.