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Now that I got enough transports the game won't let me attack Scotland. It thinks strategic move instead and tells me it's an illegal move. And the game won't let me drop in paratroopers either. My bombers got a speed of 6. I had problems assaulting Gibraltar, too. I could only use half my capacity. And bombers had to be 1 area away to drop paratroopers.

Some things you might check on ...

Amphibious assaults require that you have 5 points of amphib capacity in EVERY sea zone that your assaulting land units move through (10 points for armor units). When you move the invading units, you have to move them all the way from their starting location (which must be a coastal region) to the invasion site. You can't move them part of the distance then complete the move later, like other strategic moves. And of course you need supply available at their starting location if you're playing with supplies. (also see section 7.1.8, p.56 of the manual)

Paradrops can only be conducted at a maximum range of two regions away ... having HBs with longer range doesn't increase this. (also see section 7.1.13, p.60 of the manual)

I had all points and starting and ending land zones correct.  I couldn't do it because it was winter. I waited one turn and was able to amphibious assault in the spring. I didn't change anything, so you can't amphibious Scotland--at least--in winter. I thought winter might be it, because I was able to in the fall.