Joined as SCOTLAND in 1911, so is filed under that name in the WW1 Service Records (WO 363):

David WATSON, born October 1881 at Cowdenbeath. Married Edith HELSTRIP, February 1916, at York. One child - George - born 1916.
Parents David & Mary (Cowdenbeath); sister Mary (Mass., USA).

Military history not easy to follow (!!). I think:
He joined the ASC as David WATSON in 1906 or 1908, was transferred to the Army Reserve in 1910.
Then joined the Royal Scots as David SCOTLAND in 1911.
In 1913 signed a Declaration to his correct name. Served 28 days' detention for fraudulent enlistment.
Went on to serve in WW1, as DAVID SCOTLAND WATSON, with the Machine Gun Corps.
Discharged December 1918.

Regt Nos: 26226 ASC; 10997 RSco; 88686 MGC

(Whether "Scotland" is his middle name is unclear. It does not appear in freebmd marriage, but he uses it to sign his medal receipts.)

Anc****y, SCO, pages 122907 to 122960