Emanuel Swedenborg had much more influence on a later poet, William Blake, than on Walter Scott. Scott's references to Swedenborg are virtually nil. The author of "Heaven and Hell", and numerous other works died on March 29, 1772; a few months after Scott was born.
One reference Scott makes compares Swedenborg and a female religious figure of his own time to a French counterpart. The woman Scott mentions is Joanna Southcott, who professed herself a prophetess. Ms. Southcott at one point announced that she was pregnant (aged in her 60's) with the Messiah. Scott's letterwriter Paul seems unimpressed with the lot of them, in "Paul's Letters to his Kinfolk":
'If the French have no strong sense of religion or its precepts, they are not without a share of superstition; and an impostor is at present practising among them, who, by all accounts, is as successful as Joanna Southcote herself. This lady, a woman, I am assured, of rank and information, pretends, like Baron Swedenborg, to an immediate intercourse with the spiritual world, and takes her ecstatic trances for the astonishment of parties of good fashion, to whom, on her return to her senses, she recounts the particulars of her visit to the spiritual world, and whom she treats with explanations of their past lives, and predictions of the future. It's said her art has attracted the attention of some men of high rank in the armies of our allies.'