but listing Governors etc. of dependent territories at the bottom of the UK (Falkland Islands, Montserrat, Turks and Caicos Islands, Virgin Islands, Pitcairn) which, although they are quite small places, are more independent than Scotland and Wales.

This is largely an artefact of the UK's weird internal governance structure, which seems determined to leave everything as sui generis rather than have some kind of system. In the US or German or Swiss system the answer to "is this a state or federal power?" rarely depends on which state is asking.

(Yes the US has its non-states as well, DC and PR, which should probably also get regularized)