I can't help much with identification, but I found three pdf-files that might be of interest:
http://www.landesmuseum.at/pdf_frei_remote/ENT_0024_0353-0377.pdf (I hope you understand German!)
(If my understanding [I "studied" German back in my school days in the neolithic] of the text in the second pdf-file [p.13] is correct, your photo might show a male Scolia flaviceps quettaensis, which I believe is said to have a yellow band over the frons [forehead] between the sini ocularis [incurvatures of the eyes], a yellow streak over the vertex and yellow bands on tergites 3 and 4. Also the distal part of the wings should be darkish. In the first pdf-file it says that the subspecies-status of the flaviceps-group still is very unclear as there are many intermediar forms.)
Also - in the first volume of Arthropod Fauna of the UAE (http://www.nhbs.com/arthropod_fauna_of_the_uae_volume_1_tefno_159055.html)
there are five pages on the Scoliidae (I don't have access to the book myself...).
I found the insect in the attached photos in a mixed conifer forest in Angus early autumn 2011. I assume it is a wasp or hornet of some sort - presumably a 'queen' as it was scarily BIG. The images were captured on my portable telephone so they are blurry I'm afraid. I placed a £1 coin beside it for scale.
What is it?
Yes a wasp (Hymenoptera) but one of the sawflies rather than one of the vespids - this one is commonly known as the Greater Wood-wasp, Urocerus gigas. They are common-ish around pine plantations and their larvae feed within then moribund trunks/limbs of softwoods such as pine. They do not sting as their fearsome looking weaponry may suggest, this is just a sheath that protects the more fragile ovipositer (egg laying tube) of the females.