Preheat oven to 350°F and line a large baking pan with parchment paper.
For the shortbread crust, rub the lemon zest into the sugar with your fingers until fragrant. Cream the lemon sugar together with the butter until smooth and fluffy. Mix in the vanilla bean, flour, and water until a crumbly dough forms that sticks together when pressed. Press evenly into the prepared pan.
For the rhubarb filling, add the chopped rhubarb, sugar, lemon zest, and lemon juice to a saucepan over low heat. Cook until the rhubarb softens slightly but still holds its shape. Stir in the cornstarch and cook until the mixture thickens.
Spread the rhubarb mixture evenly over the shortbread crust.
For the crumble topping, stir together the oats, sliced almonds, brown sugar, flour, cinnamon, and melted butter until combined and crumbly. Sprinkle evenly over the rhubarb layer. If the mixture is too dry, add more butter. If it's too wet, add more flour.
Bake for about 40 minutes, or until golden and bubbling around the edges. Start checking around the 30 minute mark depending on your oven. Let cool completely before slicing into bars.