The thing with a mass migration to Scotland is that the extant catholic population might resist the newcomers. Right now (IOTL) the only visible (as I can see) religious issues in Scotland are the pro/anti abortion battle and of course the Rangers/Celtic feud.
A more loyal Scotland possibly but throw in Brexit...
(NB I don't know much about politics in scotland and absolutely nothing about religion)
Scotland like England is more on the Protestant side. I think Calvinist sects mostly are top one in Scotland. Most Catholics in England and Scotland are usually Irish descendants. I think their are some Scot Catholics but not many. The loyalist or Protestants in Northern Ireland aren’t always original or fully Irish. Some were or used to be called Scot-Irish or Ulster Scots. Many of Protestants that settled in Ireland especially north from isles after British took it were people from Scotland.
I don’t think religion would be an issue. It would be more politically I think. Scotland is usually more left wing then loyalist and Protestants in Northern Ireland.
Scotland also just makes the most sense given ties and location after this happens. South Africa might take them. They would want more white people during this time but I think most would rather just move to Britain especially Scotland because it is closer. They are also British citizens they can’t do shit about them moving in besides complain but that won’t do anything. Britain isn’t going to tell them no especially since many have been most loyal subjects to their union. Britain might even help them set up and move to Scotland if it was a mass exodus at once. They aren’t refugees but first world immigrants in much larger numbers then usual.
Or decolonization might be better term here because when Britain left a lot of places or colonies many citizens there often left to Britain or another Anglo Saxon dominion.
Simply put many former loyalist and Protestants don’t want to live in a nation dominated by Catholics. Ireland is kind of bad about how much it does favor Catholic Church.