Not far, but it is a long way from Scotland! (4)
I believe the answer is:
yard
'not far' is the definition.
(a short distance)
'it is a long way from scotland' is the wordplay.
I cannot really understand how this works, but
'a' is within the answer.
'way' could be 'rd' (short for road) and 'rd' is found within the answer.
A single letter 'y' remains which might be clued in a way I don't understand.
This explanation may well be incorrect...
'but' acts as a link.
Can you help me to learn more?
(Other definitions for yard that I've seen before include "A little under a metre" , "compound" , "Linear measure" , "Three feet - detectives?" , "Measure - enclosed space" .)