I'd agree with Gus that they'll have been overlooked; they are quite common just south of the border in upland Northumbs.
Very late response from me on this, but I needed to revisit data from 2013 census which was included in LBR (now in press I hope!). Anyway, that was the year of the
BTO Woodcock Survey and despite having few squares done for that we made a big effort for the final summer of the
local atlas - I personally checked in about 40 tetrads and we had visits to at least 77 in total. We found a mere 33 roding males, in 23 tetrads, with birds in 4 others classed as non-breeders, probably late migrants, but most significantly, a blank drawn in 50 tetrads. There were only three good sites: Dalmeny NT17NPTU where Harry Dott got 8+, Binning NT57V/68A where Mark Holling had 4+ and Butterdean/Cuddie NT47KLMP where I reckoned also 4+. Thus we concluded the atlas with breeding code records in 119 tetrads in SE Scotland, a drastic decline from 300 in the 1988-94 atlas; breeding confirmations have collapsed too, just two each in Lothian and Borders for 2007-13, versus 18 and 12 in last atlas, respectively, and numbers drastically down. Indeed in Lothian, NT46/47/56 were the only hectads to maintain a reasonable number of tetrads with possible breeding presence, though even this probably masks a similar decline, e.g. in Gosford NT47P where now very scarce (attributed to dogs) and formerly quite common - but near total elimination across much of Midlothian and the West, apart from Dalmeny.
Under-recording will certainly be to blame for some, but significant efforts were made, we had lots of discussion on the SEScotBirdAtlas yahoogroup (for reference
here,
here - not visible to non-subscribers, sorry!) including for example comment from someone who had surveyed Camilty area extensively in 2011-12 for a wind farm and had no Woodcocks (Geoff had just a single last year IIRC). A full analysis of status, including population estimates and speculation on reasons for decline (it won't be our canine friends in the more remote conifer plantations) will be available in the local atlas which is being written up, 170 out of 197 long accounts now drafted and being edited!