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Notes -
Not really, no - that England and Scotland have had separate legal systems despite being part of the same sovereign state predates US-style federalism - the Act of Union was in 1707, and it explicitly left Scots law unchanged. The fact that Scotland had its own legal system but no legislature pre-devolution was one of the constitutional weirdnesses that so offended Tony Blair.
The Supreme Court of the UK can't hear direct appeals of Scottish criminal cases (this was part of the deal made in 1707), but you are right that this one could be litigated as a devolution issue - the powers of the Scottish Parliament (like every other UK body with delegated legislative powers) are limited by the Human Rights Act, so if the Scottish law JK Rowling was being prosecuted under violated a ECHR right, it would be ultra vires. If the bad actor here was activist Scottish judges rather than politicians and she was prosecuted under Scots common law then there would be no appeal to a UK court, only to the ECtHR in Strasbourg.
"Doing fine without one" is misleading. The UK Supreme Court doesn't have a materially different role to the old Judicial Committee of the House of Lords (i.e. the Law Lords) - it just meets in a different building. I agree with you about Tony Blair feeling the need to rationalise things when there was no practical benefit.
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