If you phone Sainsbury to register yourself as vulnerable (Jane counts, as she's pregnant) they say to register with Gov.UK.
So I go there, where there's nothing obvious, but some wandering about leads me to this page where you can register. Yay!
Except...only in England. The link for Scotland leads to this page. Which doesn't allow you to register for anything!
The risk for pregnancy isn't actually any higher, but I have friends who are actively immunocompromised, and they're in the same situation of not being able to register.
This is not ok.
Original post on Dreamwidth - there are comments there.