When I declared war I'm sure it said I only needed to take Aberdeen and Lothian (which I did).
Here's one mistake at least;
Either
1) the CB said that it's only valid for Aberdeen and Lothian
OR
2) the mission (that gives you the conquest CB) requires you to OWN both Aberdeen and Lothian for it to complete.
Neither of which influences whether you can actually ASK for the provinces.
In which case the previous answers are valid.
With a minor clarification: there is *achieved* warscore (goes up to 100% if you fully occupy your enemy) and warscore *cost* (for individual provinces etc. or for complete annexation)
If you couldn't annex Scotland in one go, it's either because the warscore *cost* would be above 100% or because you (and not alies or third parties) don't occupy all of their provinces.
Capitals can never be demanded in peace negotiations, except as part of annexation, or if the capital is isolated.