I am a Scot. Of course I am British too but if you ask my nationality I would say Scottish. This doesn't make me anti English, or anti British but I consider myself Scottish a long way before considering myself British. Most Scots I know would say the same.
You must remember that we aren't just another northern county. We were a nation in our own right long before the union of crowns or union of parlaments.
We had and still have our own legal system, banking system, educational system, language and traditions. Our culture is distinctly different to England - not better just different.
You wouldn't expect a French person to consider themselves European before 'French' would you? Well it's the same kind of relationship for many Scots (not all of course).
Also consider that there aren't very any of us (less people in Scotland than in London) and we have a long history of fairly brutal repression.
Now of course we part of the UK but the above things do inform our cultural identity just as for example Englands historical empire building informs Englands.
What Andy Murray said about anyone but England was silly but no different than most Scottish 19yo men would have said. Bear in mind that if the English football team wins it's not a British victory it's an English one.
If you prefer to support Roger F go ahead but you should respect Andy's talent and dedication and I think your op was a bit mean spirited.
I wouldn't worry anyway if he wins the media will soon rebrand him as British. They only consider us Scots if we're losing.