You are confusing two separate issues here. Apart from the fact Scotland has its own legal system within the UK, we are talking about whether it is a nation. In terms of people's identity, it is not really a full nation state. The Scots, and to a lesser extent the Welsh, have a complex relationship with Britishness. That's before we get to Northern Ireland which was arguably the most politically unstable region in western Europe within living memory.

The UK is not a federal system like the USA, and so there is very little that counts as UK law as such. Even within Dublin, back when it was in the UK, the Easter Rebels of 1916 were mostly processed within Ireland itself.

Portugal and Andorra have a better case for being nation states than Spain does. I definitely would not call Spain a nation state. Or China or Russia. Being able to throw people in a prison does not prove it is a nation state. The Catalans are a nation as are the Basques.