Don't give up yet!....as I mentioned, there's been talk for a couple of years now about the Jubilee in Clydebank doing a lot more ops, so push your GP as much as you can.
Write down everything you've tried, diets, slimming classes etc so that if you do get referred you can plead a good case. You have already been on the GP's weight loss programme and had xenical so your history is on record, add to that you PCOS and you could build a solid case.
Ask your GP outright for a referral, at the very least they will arrange the first step - an organised pre-referral weightloss programme usually in tandem with a fitness programme.
I know there are others on the forum who have successfully petitioned their case even after being refused funding so maybe someone on here can advise?
Best of luck with everything and don't give up!!
Take care.