Heat expands things
Your first behavior is that you will not have a caldera filled with water that stands at Mediterranean temperatures with a cold "North Sea" like water on the outside. Heat causes things to expand, which means you'll have heated surface water spilling into the "North Sea" area and cold "North Sea" water coming in on the ocean floor. The results are:
An out-bound surface current spilling water into the "North Sea." What impact this will have depends on the currents along the coast. If we assume the current flows northward, then you'll have a moderate climate along the coast for some distance until it cools off on approach with the arctic. Given the Earth-example of Scotland, I doubt the moderating effect would last more than 100 km.
An in-bound sea-floor current bringing cold water from the "North Sea" into the caldera basin. I'm certain you've seen a toilet flush. That's a dramatic example of what happens when water enters a somewhat circular bowl. Because...
Your caldera will have a clockwise current, I suspect with pretty good speed (0.5-1.5 km/hr). If you have a northbound current along the coast in the "North Sea" it will exacerbate the rotation somewhat (kinda depends on how intense those breakers are). This would not be an easy place to use a boat and especially not an easy place to dive.
Cold air and warm water = fog
The whole area would be almost permanently blanketed in fog. I'm not convinced there's enough of an impact to significantly increase the amount of overall rainfall, but you'd pretty much always have fog save on the hottest of summer days.
Fall might be a problem
The transition from cold winter to hot summer would probably not be an issue, but the autumnal transition probably will be. The potential for local thunderstorms and even tornadoes.
The area around the caldera would be mild
Finally, around the caldera itself (maybe for a distance of 10 km) you'll experience milder temperatures and greater humidity than you would elsewhere in "Scotland." I suspect people would have settled this area very early in the nation's colonization.
How accurate are my descriptions?
You haven't provided a lot of details including the depth of the caldera, the diameter, the detailed topology of the surrounding area for a radius of 50 miles, the existing climate beyond citing "Scotland" (although that's likely specific enough in that regard). Therefore, I believe there's quite a bit of interpretation going on here.
Oh, BTW, it doesn't relate to climate, but if this warm caldera harbor has been around for a long time, you should expect some very unique species of bird and aquatic life. Kind of a sea-based Madagascar Island.