Scots is an Anglo-Saxon language, brought to Scotland by the Anglo--Saxons and still spoken today by the majority of the Scottish population. Scotland has always had a more Germanic/Scandinavian influence and before the formation of Scotland, the majority of the land was comprised of Pictish/Anglo-Saxon kingdoms as opposed to more Celtic kingdoms.
Yes I believe Lowlands of Scotland are the most Germanic/Scandinavian of all the UK. It's a bit of complicated (though it's not that complicated if you think about it), but the Lowlands of Scotland as well as the north of England (Cumberland especially), received the most Anglo-Saxon colonization of all the isles.
Yes, the Scottish ethnicity can be considered Anglo, because there are many definitions of Anglo. Race is a complicated issue that cannot easily be defined by saying that someone is simply this but isn't that. A person can be both Scottish and Anglo, and can draw inspiration from both of these heritages.
I might be able to understand if one is an outsider and may not have experience of being either Scottish or English or whatever but as a Scot (and a pretty proud Scot also) I find it a bit stupid how people are even asking this.
As a Scot, the most obvious options for ones nationality would be Scottish or British; obviously unless you lived in and loved England during your childhood or some other reason, but personally I find it a bit stupid.
This could open the debate on whether nationality even exists for anyone on the planet... But one debate at a time :)