I think it’s easier if your immediate neighbour is in the Schengen area.
Aye. But at least Scotland wouldn't have a 830-mile border with Russia in uninhabited forest.
Outwith the central belt, the rest of the population are very scattered and makes population density very low.
Mmm, but don't assume other countries are evenly distributed. Finland is massively concentrated in the south around Helsinki. There's one 200,000-population city half-way up, and nothing bigger than 100,000 north of that. And I think Norway's basically the same, but with more fjords (whatever they are).
We may get less snow but when you are reliant on ferries and they cant operate fully then you have difficulty with access.
Certainly islands makes things tougher - Finland does have a lot of islands (possibly more than Scotland), but not as many big ones, so maybe 1/10th of the non-mainland population.
Plus in winter you can just drive to a lot of Finnish islands :)