|Zircon is naturally double refractive and hence it reflects dual copies of all internal reflected facets. The close up in the upper right corner of the first photo illustrates this as the internal facets appear to be "feathered" rather than sharp cornered.
Zircon also has a higher refractive index and thus breaks light into a multitude of colors. Zircon has an index of 1.95 and diamond around 2.4, so it is not quite as high but very good. Clear zircon was used as a diamond simulant before the advent of cubic zironia (chemically very different from natural zircon).
Blue zircon is created when some brown zircons are heated. Some brown zircons may also turn clear or red upon heating.