I realize you asked specifically for Scottish lullabies. However, this too is a good compilation CD entitled Celtic Twilight 3: Lullabies. The line up is as so:
1. John O'Dreams - Arcady 2. Castle Of Dromore - Kate Power 3. Connamara Cradle Song - Maireid Sullivan 4. Nightingale's Lullaby - Julie Last 5. Asleep In My Arms - Barbara Higbie 6. Theid Mi Dhachaigh - Talitha MacKenzie 7. Christina - Alasdair Fraser 8. Lagan Love - William Coulter 9. Suantraithe - Noirin Ni Riain 10. Suantrai - Anuna 11. Irish Lullaby - Bill Douglas 12. Lullaby - Arcady 13. Gartan Mother's Lullaby - Linda Arnold 14. All Through The Night - Jeff Johnson/ Brian Dunning
I noticed your request was getting lower and lower on the page with no responses, and I hoped this response would be better than nothing.