Should I be worried that SF have asked my dad for evidence of income?

It's normal. It's how they calculate your potential entitlement to the Maintenance Grant (and any uni income-related uni bursaries etc.). Everyone who wants to be considered for the income-assessed funding will have to supply evidence of household income.
As long as your Dad's P60 accurately reflects his year's earnings, you'll be fine.

Thats the thing, he has filled it out online wronfg, he didnt have his p60 to hand when he did it. He has underestimated it by putting in his earnings after tax, he got confused. I dont know what to do really. You cant change it. But hopefully when he sends his p60 they will see the correct amount