Not during WW1 it wasn't, calling a Scotsman English wasn't an issue at the time.

Really? When did the Scots start to develop a notion of having a unique national character that made them non-English?

Well, obviously it was centuries ago but it has ebbed and flowed since then. For the 20th century though a lot of Scottish nationalism originated in the Scottish renaissance (https://en.wikipedia.org/wiki/Scottish_Renaissance).

Serious question, what would be the analogous comparisons for "Great Britain" and "United Kingdom?"

I guess an analogous comparison would anything that forgets that Hawaii and/or Alaska exist when referring to the US.

Great Britain is the island. So an analogy would be North America and United States of America. Roughly of course.

It's said that the first shot fired by the British Empire in WW1 was from Fort Nepean, Australia.