There would be no necessity to have studied Highers before sitting Adv. Highers, since A Levels are somewhat on par with these qualifications anyway, with AS Levels being similar to Higher, and A2 being just short of an Adv. Higher. The only advantage would be knowing the structure of the courses here in Scotland, which I understand is quite different from GCSEs/A Levels.
You would have to find a school or college that would teach you these courses and let you sit Unit Assessments and the final exams of course.
I wouldn't say it makes much sense to do this, AH courses are broadly similar to First Year in a Scottish uni as they usually just look for Highers, whereas English unis will still look for three of these - although if you already had the required grades with A Levels then this probably wouldn't matter.
Have a look on the SQA website at the course materials for the courses you're thinking of and have a look at past papers (particularly for Geography since you've already sat the A Level) and see what you think.