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Heat oven to 450 degrees. Mince enough of the scallion greens to equal 2 tablespoons and reserve. Halve remaining scallion whites and greens lengthwise to make ribbons. Place scallion ribbons in a bowl and toss with 1 tablespoon oil and a pinch of salt; set aside.
Season cod with salt and pepper, and place on a rimmed baking sheet. Drizzle cod with a little oil, soy sauce and fish sauce. Transfer to the oven and roast, 2 minutes. Add scallion ribbons to the baking sheet, spreading them out in one layer around the fish, and roast until the fish is opaque in the center and golden at the edges, and scallions are browned in spots, 6 to 10 minutes.
While fish roasts, make the sauce: In a small bowl, mix together remaining 2 tablespoons olive oil with 1 tablespoon minced scallion greens, the yogurt, cucumber, dill, lemon juice, garlic and salt and pepper to taste.
To serve, arrange cod and scallions on serving plates and squeeze lemon over the top. Dollop yogurt sauce over with cod and garnish with remaining scallion greens, red-pepper flakes, more black pepper, and sea salt, if you like.