Another vote for fly to LHR and take the train. In fact, that is exactly what I'm doing later this month. Personally, I like PE for TATL flights as the combination of more room than Y but much less expensive than J works well for me. That the UA 752s to EDI don't have PE is my main reason for avoiding them.

One additional option to possibly consider is flying back to ORD with BA or KLM from INV instead of EDI/GLA as this avoids paying Air Passenger Duty (about $235 for PE or J IIRC).