You can call it a country if you like. Many people do. The concept of a "country within a country" was once used on official government websites.
As for a nation - well, often nation is just a synonym for a country. However a real nation comprises a group of people - it wouldn't be Scotland, but the Scottish people, that would be eligible. As for whether it is or not - that's entirely subjective and based on your view of what is distinctive enough. It's reasonable to say it is or it isn't.
For my part, I don't believe nations exist. As a sociological concept, they fail to recognise the different cultures and identities in the modern world. They depend on a fiction of uniformity and homogeneity. In many cases, attempts at defining them simply cause conflict: Ireland, Israel/Palestine etc.