(1) Why did some places turn Protestant and others not?
It generally have something to do with politics. Distance from Rome can play a part but it's not always that relevant : French Protestants could be found in bigger numbers in the South than in the North, for exemple.
As for trade focus on the economy, it's not systematical : eventually, it all depends
who you are trading with.
Let's take the Dutch exemple.
Lutherianism recieved few echoes in Netherlands, while it was a trade and proto-industrial powerhouse.
More interesting is to see Anabatism, which is really not an urban or capitalistic branch of Protestantism, was much popular in Holland.
Eventually, as Reformation was more or less endorsed politically in England, Calvinism found its way in coastal elites (even after the 80 Years war, a significant part of the hinterland remained Catholic)
The mutual relationship between parts of Netherlands and England certainly played a role into the mutual Protestantisation of both, except in parts that were more actively tied with Catholic regions to the point preferring a, far, Spanish rule (League of Arras).
Summarizing it quickly, while economy does play a role, it's not on the equation trade/capitalist => Protestant
It's rather a complex situation where political choice at first allows structurated Protestantism to blossom and to, trough economical relations specifically but not exclusivly, support Protestantisation of different regions where they can find, or not, political support.
Really, that's the main difference between medieval heresies and Protestantism : that you had a political power able and willing to support and endorse them, helping them getting structurated.
(2) Does being Protestant make you more supportive of hard work/money making etc.
This theory is really outdated, and serves nowadays mostly as a way to rationalise a cultural complex of superiority.
I don't think your example of Scotland is a good one, as it was a very urban, educated and trade-focused economy for most of the population.
I'd disagree there : Soctland burghs were undergoing a decline at this point, since the late XVth, complete with monetary debasement. Altough trade was an important part of eastern Scotland economy, pre-industrial features played only a minor role, if at all.
While economy certainly played a role (I never said it didn't, just that it wasn't the decisive factor), I think proximity with England and english trade mcuh more ingrained with continental economy may have been somewhat more important.
Indeed, Protestantism in Scotland mostly passed trough Lowlands, while Highlands burghs (let's be clear I'm not talking about clannish lands there), didn't played a major role.
Basically (I should check, but I don't have my books on Scottish history with me right now, unfortunatly), I think economical relations (based on raw material exports) with England which itself was more "open" may have a role that political endorsment in England greatly facilited.
I'm not sure I'm much clear there, tough, so feel free to criticize me.
What I'd like to hear from you, however, is what common factors meant an area was more or less likely to go Protestant.
Near to a place where a political center endorsed Protestantism, and having economical/political/cultural links with this center.
I'll again use the French exemple to point how the protestant centers were often situated on Bourbon-Albret lands. But you can find similar cases in Germany.
As you said, proximity with Rome could (altough not directly) play a role, which is pointing there again to a huge political factor.