Calloing a Scotsman Welsh isn't by nature insulting: it would simply be incorrect (other, perhaps, then in cases such as Ronald Stevenson who was Scots on his father's side and Welsh on his mother's, although I've never heard him referred to other than as a Scottish composer). Speaking personally, I'm a European first, a Scot second and a Brit last.
Anyway - back to the topic!
On the other hand, Scots do find it offensive when the whole of the UK is referred to as "England", which is very common. There is a clear analogy between the music of the four nations and sport. There is seldom a "British team"; there will be a Scottish team, a Welsh team and so on, and there is fierce rivalry. Traditionally, a Scot will support whichever team is playing against England in a match, and it doesn't matter who.
Because of separate cultural and linguistic histories, each nation does have an individual musical character, at least so far as folk-inflected music goes. So RVW is quintessentially English in character, while Grace Williams is a conspicuously Welsh composer, drawing on quite a different cultural background.
In the case of Northern Ireland, matters are complicated by the partition of 1922. The obvious Irish composer before that date is Hamilton Harty; one could argue about Stanford. In contemporary music, there are obviously many Irish composers, but I am struggling to think of a Northern Irish composer beyond Philip Hammond (b. 1951 and not to be confused with the current Chancellor), who is generally described just as Irish.
This may be a bit off the topic of the thread, but I think it's important to get things clear.
