Brodies DO roast coffee and I'm pretty sure they will roast to order - certainly used to be the case when they were in their last but one location, Consitution Street in Leith (I worked there doing various jobs including assisting with the roasts.)
My Father used to work there which is how I came to work there during school holidays and when I was between jobs and I still sometimes source beans from there (I home roast now so I get greens).
I'd have thought that Broadis might be the only Edinburgh-based roasters and you might well be able to pick up from Musselburgh if you want - your roasted beans would be a day or 2 old at worst.
Let us know how you get on - I reckon they're worth a try at least.