That is the nomenclature in the United Kingdom, but outside we don't consider Scotland England, Wales or Northern Ireland to be countries. They are part of the United Kingdom, which is "the country" for our purposes.
In England we have "the Black Country"[1][2] but it's not a country or a nation (or anything to do with race or skin colour) or even a clearly defined area, but a region of early industrial pollution and coal mining. We also have "the West Country"[3] which has its own sea borders, regional dialect, Cornish language, but isn't a nation or a country.
And we have "God's Own Country"[4] which is a phrase but does have an independence movement[5], and a region (Mercia) which hasn't been a place since 527-897CE but still has an independence movement[6].
A country is a sovereign nation. Scotland is a nation, but it does not have full sovereignty and is not recognized as a sovereign nation by any other sovereign nations (to my knowledge), the same way that Catalan is a nation within the country of Spain.