Since 1707 “Scotland” and “England” etc ceased to exist as nations, countries whatever, and there is only the Union.
Not quite. Scotland is a nation, but in 1707 both Scotland and England-&-Wales and became the United Kingdom of Great Britain. That UK then formed another union in 1801 with the Kingdom of Ireland to form the United Kingdom of Great Britain and Ireland, which in 1921 became the United Kingdom of Great Britain and Northern Ireland.
England, Scotland, Wales and Ireland are all nations. In the USA they have fifty states in one nation. In the UK we have four nations* in one state, and Ireland is one nation in two states.
(*Northern Ireland is only part of a nation, and certainly not a country but a province, the UK province of NI, not to be confused with the Irish province of Ulster, which it mostly is, but not entirely.)
In a federation, such as Germany, Australia or the USA, the constituent states are sovereign, and together form the federal authority, which only has such powers as the states grant it. In a unitary state such a the UK, France or Spain, the central government holds sovereignty and grants certain powers to the constituent parts, be they provinces, nations, states or regions etc.
It is sometimes said that the Scottish people are sovereign, and this is true, but only in so far as they are free to elect their representatives, and the Scottish People are only ever the people who happen to be living in Scotland at the time with a UK passport entitlement. JK Rowling is thus Scottish, but, constitutionally speaking, Andy Murray is English.
In sum, the only rights Scotland has, or can ever have, are those rights granted to it by the UK.