This home is in Scotland, so Scots law applies, is there anything in
the way of planning permission that would needed to have been
received before going through with this? He didn't ask or say to
myself that he was going to do this, I just think that we can't all
go around raising the height of our land and / or without a
supporting wall.

The first thing to do is to go and talk to your neighbour in a
non-confrontational manner and try and see if a sensible compromise can be
arrived at. It may be that you can sort it out before involving any outside
parties. Far better than making a big issue of it at this time.