There is a massive shortage of Scottish -> England transmission though. So it's a lot better to build them closer to where the power is needed.
However, there is nearly 10GW of HVDC in the pipeline to transmit power from Scotland to England (look up national grid eastern link 1, 2, 3 and 4).
https://www.researchgate.net/figure/The-locations-of-constru...
There's also major potential for wind farms in Wales, although it's been controversial since some of the sites are on top of peat bogs or scenic hills.
>Scotland finally leaves (I am still certain it will happen in my lifetime).
Scotland could aim for a Channel Islands-type arrangement where they still enjoy an economic union without an administrative one. That would be similar to the situation that existed before the Acts of Union. Of course, they're quite a bit bigger than Jersey, so it could be tricky.
Besides, the European electricity grid is much larger than the EU, it spans all the way from Ireland to Turkey, and from Finland to Morocco.
* Actually, many of them are owned by non-UK governments.