Playing as Scotland is hard at the best of times. You've got to go through England to really get anywhere and England are always going to have at least a 3-5x bigger army than you and their navy simply can't be beaten.
As Scotland you really have to make sensible allies and take advantage of English weaknesses. And, during my game, pretty much everything went wrong. Firstly Leinster allied with me and together we annexed the independent Irish provinces. This went well and was a good situation for both of us - we could work together to repel the dirty English.
Inexplicably though, when the wars ended Leinster (who controlled the southern half of Ireland) dissolved our alliance. Which is pretty bad, you don't want an unpredictable nation with a land border when you're far more concerned with a bigger neighbour. So I had to fabricate a claim and annex them which was frustrating but fine, I got more land, raising the size of the army I could support a bit.
Ok, so, as Scotland, as I say, you rely on powerful overseas allies and English weakness. Those allies are usually France and the Scandinavian countries, those are the ones that make sense. And English weakness means poaching territories off them while they're engaged in stupid wars with France and/or Spain or, even better, if the War of the Roses happens (conditions have to be right for it to occur) just marching in and taking a nice big chunk of England while they're fighting with themselves.
Colonialism isn't really viable as Scotland (though I'd really like to play an all-out colonial Scotland one day).
I'd allied with France but they won the 100 years war and took back all English territory in France ridiculously early and were embroiled in useless (for me) wars with Holy Roman Empire member states making them pretty worthless as a military ally. They just weren't interested enough in helping me invade England and were too constantly war weary from fighting with the HRE.
So I took as much of North Sea trade as I could without pissing off the Scandinavians or leaving myself exposed and looked to Norway and Sweden - they are usually very good allies for Scotland as the relationship tends to work extremely well for both sides.
Unfortunately both Norway and Sweden had somehow got into a personal union with Denmark (with Denmark as the senior partner) so all diplomatic interactions had to go through the Danes whom, at the start of the game, I had chosen as my rivals in order to get a stronger position in North Sea trade. The whole of Scandinavia was useless to me.
Denmark eventually got both Norway and Sweden when their monarchs died and became a new political entity, which I quickly allied with, but they're so fucking huge now that they're not really interested in looking west, they've got Lithuania and Muscovy to worry about.
So I'm sitting here as Scotland building up my economy and tech, supporting any English rebels that pop up and hoping that the War of the Roses kicks off sometime soon.
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bastard by name