Hii,
If you are trying to create a Personnel Area -Glasgow this is very specific to your company and you can configure this in SPRO in the Personnel area Table
If you are looking for Glasgow as a region within the general settings then it will not be available as Glasgow is within the region of Lanarkshire and only Lanarkshire will be available in the general settings.
Also to your question, Scotland is still not a country yet.
Regards
Harris