"Scotland is a country by tradition and history and so is Danelaw for that matter"

Just another silly anglocentric comparison. Scotland isn't equivalent to a former region of what became England. Scotland is equivalent to England itself. Both countries have long histories and developed into long term established European kingdoms where a sense of nationhood gradually developed. Scotland has its own comparisons to the Danelaw, or the earlier kingdoms of Wessex, Mercia etc. ie the likes of Pictland, Dalriada, Strathclyde etc