I doubt that there is a direct equivalent.
'Marilyn' is a composite name. It was originally 'Mary Lyn'. There could probably only be a Scottish equivalent if there were equivalents for 'Mary' and for 'Lyn'.
Mary, of course, is a biblical name, being the anglicised form of a Hebrew name. To the best of my knowledge, there is no direct alternative in the Scots language. (The nearest I can think of is 'Minnie', which is derived from the same Hebrew root).
Lyn, though, is a Welsh name which has been absorbed into the English language.
So, unless someone in Scotland decided to use a local name for Mary and attach the Welsh 'Lyn' (or a Scots equivalent, if there is one) on the end, no child in Scotland has ever been named with an equivalent name to 'Marilyn'.
The only possible name I've come across is 'Merrilyn'. This is actually derived from exactly the same (Hebrew and Welsh) roots that Marilyn is, but it may be more popular in Scotland than in England.
Chris