I think it is highly probable that an independent Scotland would be in the EU. The question is on what terms? I think the EU establishment would insist on it joining the Euro, or drive a very hard bargain to stay out. Being in the Euro would have a significant effect on trade with the rest of the UK.

The Spanish Foreign Minister's comment is carefully phrased. Of course Spain should not interfere in the question of Scottish independence. The question of an independent Scotland's being allowed to join/remain in the EU is an entirely different one.

Same with NATO - I think it highly probable that Scotland will stay in NATO, but on what terms. If Scotland wants to benefit from the UK's and NATO's nuclear umbrella without hosting it, what other contribution will they be expected to make?

The problem with these issues isn't the black and white, in or out, but the shades of grey in between. It's very uncertain. Perhaps Scots regard that uncertainty as less important than the mere fact of independence. However no country in today's world can be entirely independent, and it is the nature of these and other relationships which will influence just how independent Scotland would be in reality.