I'll be honest and say that I'm not bothered. I think of myself as Welsh and British, and the second of those is probably more important in terms of describing my cultural background, but then I do live in England. But it's not something that concerns me much. I more or less think of myself as a Londoner now.
I'm not trying to deny Scottish nationhood here. I was merely commenting on the narrow point about International Law. Most Catalans that I've met object to being called Spanish in the same way that many Scots object to being called British. But currently that carries no legal weight in Spain. To achieve international recognition as a nation is a complex business.
(btw I know editor disagrees on this, but culturally, I would say that South Wales and the West of England are far closer to each other than either is to many other parts of England. I don't see any great differences between the Welsh and the English.)