"whither" is only a political/social term.

No matter what Scotland does... or even Wales, for that matter.... they will still be right there next door, and people will still shop, visit, sing, ... and complain about each other as before. All that independence can do is add some nationalistic 'pride' and a layer of complex bureaucracy to the current situation.
I guess I see why the idea is being pursued, but all I see for the US is needing to appoint one more ambassador & staff an embassy.