In reply to Rav2:
With a decent sleeping-bag (mine is a Point-Five double down bag) and a bivi-bag you can sleep very comfortably in winter, even at altitude. As said it's important to get out of the wind, either by digging in the snow and heaping snow around to make a wall, a snow hole, or making a windbreak with rocks, sleeping behind a big rock or something similar.
A double bivi-bag is warmer - two people are warmer than one - and a light single skin tent adds a bit more comfort. What is important is insulating under you, either with a bit of bivi-mat and/or putting all your soft gear including ropes and slings under you. With a bit of care you can sleep out very comfortably. If possible stop a little earlier to have time to prepare your nights sleep well, it's well worth the effort.
In the morning the inside of the bivi-bag will be covered in ice from you respiration so get out quickly before it melts if there's any sun so you stay dry... perhaps not a problem in Scotland! One other thing is your boots, if they were wet don't leave them outside your sleeping bag or they'll be like lumps of rock in the morning and really hard to get on - double boots are ideal as you can keep the inners warm, as a pillow, for example, and leave the outer boots outside as usually they are not a problem even when frozen.
I've slept down to very low temperature in comfort for days on end, I don't know what temperature but the concentrated brine in our tinned sausages was frozen solid on occasions.