Independence is the only way forward for Scotland. Scotland's true aspirations will never be realized while it is in the UK. Even with further devolution, changes in UK leadership, and broader policy changes, it will not appease the will for an autonomous Scotland.
Concerning devolution, the demands that would meet the needs of Scotland would not be granted by the UK. Scotland seeks to control its own immigration, military, and foreign policy. Each of these policies would fundamentally challenge the sovereignty of the UK, and the idea of Britain altogether. Additionally, it would still keep Scotland tethered to the rest of the UK and its polices.
Pursuing a policy of Scottish EU involvement will likely be impossible in the present moment. With Britain just exiting the EU, proposing part of the country to fall under (partial) EU jurisdiction would be a non-starter. While it could be an option in the future, it does not meet the moment and the growing support for a second independence referendum.
The road to Scottish autonomy, independence or otherwise, will be challenging. Ultimately, Scotland must seek whatever guarantees its needs are met, and independence is the most achievable.