However, it should have been more given the territory and possession the visitors had enjoyed.
They were then up 19-7 after 42 minutes, after Lloyd scored her second try – her 18th for her country – out wide in the 42nd minute, although the conversion attempt was missed by Loughborough Lightning’s Nelson.
However, Wales started making changes and their fresh legs from the bench made the difference in the last 38 minutes against a Scotland squad whose build-up to the game was heavily disrupted by coronavirus issues.
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“I am proud of parts of the performance, but we had opportunities that we didn’t take and as a squad we know that is not good enough,” Malcolm said after her charges took just a losing bonus point from the 24-19 reverse.
“We had the pressure, we had the opportunities and we needed to make more of them.
“Wales really made the most of their opportunities, every time they got one they scored.
“We had a tough talk with ourselves as a group after the game and it is not a place we want to be again, this feeling is not nice.”
Scotland: Shona Campbell; Rhona Lloyd, Emma Orr, Lisa Thomson, Megan Gaffney; Helen Nelson, Jenny Maxwell; Leah Bartlett, Lana Skeldon, Christine Belisle, Emma Wassell, Sarah Bonar, Rachel Malcolm (C), Evie Gallagher, Jade Konkel. Subs: Jodie Rettie, Panashe Mazumbe, Anne Young, Lyndsay O’Donnell, Louise McMillan, Caity Mattinson, Meryl Smith, Hannah Smith.
Wales: Tries: Phillips, Harries, K Jones, F Lewis. Cons: Bevan (2).
Scotland: Tries: Skeldon, Lloyd (2). Cons: Nelson (2).
Yellow cards: Lake (Wales), Bartlett (Scotland).
Referee: Joy Neville (Ireland).