I'm English, and pretty far from Murray politically, but from what I've read in other places as well the Scottish Government, the SNP, and the Scottish judiciary seem very close - probably too close.
"The Attorney General for England and Wales superintends the CPS's work and answers for it in Parliament, although the Attorney General has no influence over the conduct of prosecutions, except when national security is an issue or for a small number of offences that require the Attorney General's permission to prosecute."
So yeah, it's much more arms-length than Scotland.