Scotland has its own Parliament. Where’s the Parliament specifically for England? Scotland takes far more financially than it gives to the UK. The Scots are supposed to be fiercely independent, but want to be governed from Brussels? There’s no way England would allow an open border with an EU-Scotland, as much of the Brexit drive was to keep out economic migrants from Africa and the Middle East currently loitering in Calais and to kick out Eastern Europe criminals. So, a new Hadrian‘s Wall?
The Scottish parliament (along with Wales and Northern Ireland) has exclusive authority in areas that have been devolving for the past couple of decades but you are correct that, to a large degree, remains a child of Westminster. International trade relationships is one that remains with London. The issue of Scottish MPs in Westminster voting on matters that are exclusive to England, and visa versa, has been raised in past (the 'West Lothian Question') and I'm not sure how it has shaken out. No doubt in some committee which is a politicians answer to just about everything.
I don't know how it is allocated now, but one revenue stream that would have to be sorted out should Scotland separate is the revenue and royalties from North Sea petroleum, as the matter of territorial waters would come into play. Although there is currently no such thing as Scottish territorial waters, if the revenue were accorded to Scotland based on nothing else that geographic proximity, it might make the books look more balanced. Dunno.
Whether Scotland wants to be part of the EU is a question for them to answer - a Scottish majority voted to stay in the referendum. If nothing else, they would need a trade agreement with it, as well as England.
One thing that may be interesting to watch is the role of the UK Supreme Court, which has only existed since 2009. Historically, parliament has been beyond the scrutiny of the courts, unlike ours, but more recently, the Court has become more activist in the goings-on under the shadow of Big Ben. Any referendum has to be authorized by Westminster and Johnson says he won't approve another Scottish independence vote. If the Supreme Court gets involved, they may say otherwise. I see the phrase 'constitutional crisis' being tossed around a lot in the future.