Ancient history

Did the very early Protestants in Scotland such as John Knox still practice confession and last rites?

The answer is no.

John Knox was a prominent leader of the Scottish Reformation, and he and his followers rejected many of the practices and beliefs of the Roman Catholic Church, including confession and last rites. Knox believed that these practices were not based on Scripture and that they led to a false sense of security. Instead, he emphasized the importance of personal faith in Christ and the need for repentance and conversion.