Holyrood derives its power from Westminster and Westminster can remove it. The UK Parliament is still supreme, but it refrains from making laws in areas that are devolved to local Parliaments (the Sewell convention). It could overturn the Scotland Act that created the Scottish Parliament. In theory, Scotland could ignore Parliament, but that would be akin to unilaterally declaring independence, which is unlikely to go well.
The ECHR has no such powers over signatories.