The most common and most likely answer to this crossword clue is the 9 letter word NORTHWARD
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Buddy explains!

The straight part
We know that "heading for Scotland?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case heading for scotland? = northward.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does NORTHWARD mean?
NORTHWARD noun- The direction or area lying to the north of a place.
- Situated or directed towards the north; moving or facing towards the north.
- Towards the north; in a northerly direction.