The Open Government License is itself just a license. It is basically CC BY with a few modifications: it deals with EU database rights (which previous versions of CC didn't) and includes pre-baked conditions on what it doesn't apply to just in case the government accidentally release a whole load of stuff and fail to do due diligence on what it contains.
The important bit of the OGL isn't the license itself but the Public Sector Information (PSI) licensing framework which requires works that are eligible for Crown Copyright produced by or on behalf of central government to licensed under the OGL. This applies regardless of whether the work is actually licensed as such.
I don't know whether the Welsh and Scottish governments have done similarly to HM Government. That's a matter that should really be raised with the local equivalents of the Cabinet Office.
I've dealt with a lot of OGL-related issues on Commons, and in the process of one DR consulted with the Department for Culture, Media and Sport. You can see the DRs here (and the first one has an OTRS ticket for my contact with the government lawyers):
https://commons.wikimedia.org/wiki/Commons:Deletion_requests/File:Olympic_ma...
https://commons.wikimedia.org/wiki/Commons:Deletion_requests/File:Canoe_Slal...
There's a page on Meta that I created a while back to track use of OGL material and document the issues around it (as well as point to templates/categories on sites like Commons and Wikisource).
https://meta.wikimedia.org/wiki/Open_Government_Licence
The other thing to consider is that OGL licensing applies on top of other license. If the government have released an image on Flickr as something like CC BY-ND, you can use the image under that license (although not on Wikimedia, obviously). But it's also Crown Copyright, and if it is a work of central government, OGL applies AS WELL AS CC BY-ND. In the above deletion requests, we've had issues where people have said "Yeah, but it's CC-BY-ND" because that's what it says on Flickr.
Another caveat is that the proceedings of Parliament are not covered by the OGL. They are instead covered by the Open Parliamentary Licence. And the proceedings of the Scottish Parliament are covered by the Open Scottish Parliamentary Licence. The OPL is basically the same as the OGL but with the word "Parliament" instead of "Government". The Scottish one is the same except it contains references to the appropriate Scottish legislation and institutions.
I know a fair bit about this stuff because back in 2011, I worked for a government-sponsored technology non-profit that existed precisely because of OGL/PSI. The government could do a much better job of making this stuff clear. (It'd help also if Flickr let accredited UK Gov agencies apply OGL on images.)