There are 2 DZs in Scotland. I choose not to go to either any more, the deciding factor being the aircraft. Serious skydiving requires fast turbine planes. 30 minutes to 10,000 ft in a wee piston engined Cessna 206 in Scotland, or 14,00ft in 11 minutes at Black Knights in a super fast turbine PC6. No contest. Sadly I found skydiving in Scotland to be a huge disappointment so now I only jump in England or on holiday in Spain and France (and I jump with a sizeable number of Scots who do the same).
Puzzled why you say Spain is out. You can fly to Madrid or Gerona direct from Edinburgh or Glasgow really cheaply and both have great DZs neaby (Lillo and Empuriabrava respectively). It is far and the best way to learn and will probably save money in the long run as you won't waste time and money driving to wet and windy DZs in the UK only to find you can't jump. I have tried both, and trust me, trying to learn by a static line course in the UK is a frustrating waste of time. AFF abroad on the other hand will be a truly mind blowing experience.
The other thing I would add is go into it with your eyes open on cost. In 2 1/2 years i have done 340 jumps - that is well over 7 grand on jump ticket alone. Add to that AFF, FS coaching, buying kit etc, wind tunnel training, trips to Europe and the US it must be more like 15k. Genuinely worth every penny though and way ahead of any car ownership in excitement and fun per pound spent
Mark