The lockdown areas in Wales (Blaenau Gwent, Bridgend, Caerphilly, Merthyr Tydfil, Rhondda Cynon Taf, and Newport) differ in having provisions which impose restrictions on people leaving the designated areas, and on people from outside entering. This applies to any travel leaving the areas. There are some exemptions, but leaving for leisure travel isn't one of them. In contrast the local lockdowns in England have no such restrictions on travel leaving or entering the areas.

I am afraid I haven't look at the Scottish regulations yet, but I think they follow the English approach which would mean any suggestion on travel is only guidance and not a legal requirement or enforceable.

More information here Local lockdowns in the UK