Actually, one of the reasons I voted "Yes" is because I'm in favour of the EU - I'd far rather have been part of an independent Scotland that wanted to be part of the EU (even if there might have been a bit of a fuss about getting back in) rather than a part of the UK that seems destined to leave.
I don't think you should see UK exit from the EU as a dead cert. That debate has hardly even begun. Of course right now it's being driven by the Euroskeptics because a referendum date hasn't even been set and they're the ones agitating for it. But as this referendum shows, sentiment can change a lot in the runup to a vote.
There are lots of people who do not want to see the UK leave the EU, although I guess most of them would be in favour of a rebalancing of powers. Those people will presumably/hopefully learn lessons from the iScotland campaign and base the "no to leaving" campaign on positivity rather than simply listing all the problems the UK would face on its own. If the no campaign can seize the positive moral ground AND it has lots of economic arguments on its side, it should force the yes side into simply being negative about the EU and well, Salmond has shown everyone the power of positivity (even over reason).
The UK had the legal right to ask the EU what the status of an independent Scotland would be within the EU.
It's my belief that the EU would not eject 5 million citizens unless they asked to leave.
The UK government did not ask the question. I suggest this is because they have the same belief, and didn't want there to be clarity in the answer.
I don't think they'd refuse Scotland outright. But I do think there'd be a lot of "so you want to remain in the EU? well, what are you going to bring to the table?" discussions, with major pressure for accepting Schengen and accepting the Euro, and otherwise giving up most of the concessions the UK have.
Citizenship and self-determination are absolute fundamentals of the EU. I understand why there is pressure - particularly from Spain - to obfuscate this, but I very much doubt that the EU would be constitutionally able or willing to force a new country to jump through the hoops of rejoining.